+221.2%
CP vs STLA
+51.8%
+169.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | 0.0% |
| 7D | -2.7% | +2.6% | -5.3% | -3.3% |
| 30D | +0.2% | -1.2% | +1.4% | +0.3% |
| 3M | +2.6% | -24.8% | +27.3% | +9.9% |
| 6M | +6.0% | -25.6% | +31.5% | +13.2% |
| YTD | +24.9% | -48.9% | +73.9% | +46.1% |
| 1Y | +20.1% | -38.8% | +58.9% | +31.8% |
| 3Y | +16.4% | -64.5% | +80.9% | +44.1% |
| 5Y | +31.7% | -62.4% | +94.2% | +55.1% |
| All | +221.2% | +51.8% | +169.4% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling