-69.0%
CPNG vs STLA
-57.2%
-11.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | -7.4% | +2.6% | -10.0% | -8.3% |
| 30D | -4.4% | -1.2% | -3.2% | -4.2% |
| 3M | -7.5% | -24.8% | +17.3% | +1.2% |
| 6M | -19.9% | -25.6% | +5.6% | -12.8% |
| YTD | -35.2% | -48.9% | +13.8% | -20.7% |
| 1Y | -46.8% | -38.8% | -8.0% | -40.7% |
| 3Y | -20.2% | -64.5% | +44.4% | +4.6% |
| 5Y | -48.4% | -62.4% | +14.0% | -44.9% |
| All | -69.0% | -57.2% | -11.7% | -67.7% |
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