-69.2%
CPNG vs STLA
-70.6%
+1.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | -6.8% | -13.8% | +7.0% | -2.0% |
| 30D | +5.5% | -10.5% | +16.0% | +9.1% |
| 3M | -6.8% | -28.9% | +22.1% | +3.7% |
| 6M | -4.8% | -49.7% | +44.9% | +18.5% |
| YTD | -35.6% | -64.9% | +29.3% | -11.2% |
| 1Y | -46.8% | -64.0% | +17.3% | -27.6% |
| 3Y | -0.8% | -77.4% | +76.6% | +54.7% |
| 5Y | -42.9% | -74.4% | +31.6% | -30.7% |
| All | -69.2% | -70.6% | +1.5% | -63.8% |
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 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