-42.5%
CPNG vs STLA
-74.2%
+31.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.1% | +1.7% | -2.2% |
| 7D | -6.9% | -13.1% | +6.2% | -2.2% |
| 30D | +1.1% | -13.3% | +14.4% | +5.9% |
| 3M | -6.3% | -27.9% | +21.5% | +4.2% |
| 6M | -3.8% | -47.8% | +44.0% | +19.3% |
| YTD | -35.2% | -64.6% | +29.4% | -9.6% |
| 1Y | -47.0% | -64.0% | +17.0% | -26.8% |
| 3Y | -0.2% | -76.8% | +76.6% | +57.2% |
| 5Y | -42.5% | -74.2% | +31.7% | -34.9% |
| All | -42.5% | -74.2% | +31.7% | -34.9% |
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