-70.2%
CPNG vs STLA
-59.4%
-10.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | -3.8% | -1.6% | -4.2% |
| 30D | -11.1% | -3.1% | -8.0% | -10.3% |
| 3M | -3.0% | -19.6% | +16.7% | +3.7% |
| 6M | -23.5% | -23.5% | 0.0% | -17.5% |
| YTD | -37.8% | -51.5% | +13.7% | -22.6% |
| 1Y | -54.3% | -39.7% | -14.7% | -49.0% |
| 3Y | -20.8% | -66.3% | +45.5% | +5.6% |
| 5Y | -51.1% | -63.1% | +12.1% | -46.8% |
| All | -70.2% | -59.4% | -10.8% | -68.5% |
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