+886.5%
CP vs STLA
+263.8%
+622.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.1% |
| 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% | +8.1% |
| 6M | +6.0% | -25.6% | +31.5% | +11.5% |
| YTD | +24.9% | -48.9% | +73.9% | +40.5% |
| 1Y | +20.1% | -38.8% | +58.9% | +29.2% |
| 3Y | +16.4% | -64.5% | +80.9% | +36.6% |
| 5Y | +31.7% | -62.4% | +94.2% | +49.7% |
| 10Y | +223.9% | +55.4% | +168.5% | +183.9% |
| All | +886.5% | +263.8% | +622.7% | +754.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling