+250.9%
CP vs STLA
+18.3%
+232.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +2.8% | -4.5% | +7.3% | +4.0% |
| 30D | +10.2% | -3.9% | +14.1% | +10.9% |
| 3M | +2.4% | -20.2% | +22.5% | +7.6% |
| 6M | +7.7% | -42.2% | +49.8% | +22.7% |
| YTD | +26.0% | -59.3% | +85.3% | +55.4% |
| 1Y | +34.6% | -56.1% | +90.7% | +61.9% |
| 3Y | +26.7% | -73.7% | +100.3% | +69.5% |
| 5Y | +24.9% | -70.3% | +95.2% | +55.8% |
| All | +250.9% | +18.3% | +232.6% | +198.3% |
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