+34.6%
CP vs STLA
-56.7%
+91.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +2.8% | -4.5% | +7.3% | +3.2% |
| 30D | +10.2% | -3.9% | +14.1% | +10.6% |
| 3M | +2.4% | -20.2% | +22.5% | +4.6% |
| 6M | +7.7% | -42.2% | +49.8% | +14.2% |
| YTD | +26.0% | -59.3% | +85.3% | +40.2% |
| 1Y | +34.6% | -56.1% | +90.7% | +46.7% |
| All | +34.6% | -56.7% | +91.3% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling