+34.3%
CP vs STLA
-62.4%
+96.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | 0.0% |
| 7D | -2.7% | +2.6% | -5.3% | -3.2% |
| 30D | +0.2% | -1.2% | +1.4% | +0.3% |
| 3M | +2.6% | -24.8% | +27.3% | +8.9% |
| 6M | +6.0% | -25.6% | +31.5% | +12.2% |
| YTD | +24.9% | -48.9% | +73.9% | +43.3% |
| 1Y | +20.1% | -38.8% | +58.9% | +30.0% |
| 3Y | +16.4% | -64.5% | +80.9% | +40.4% |
| All | +34.3% | -62.4% | +96.6% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling