+60.0%
CSGP vs STLA
-4.1%
+64.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | +1.3% | -13.8% | +15.1% | +4.5% |
| 30D | +2.8% | -10.5% | +13.4% | +4.6% |
| 3M | -6.3% | -28.9% | +22.5% | 0.0% |
| 6M | -3.2% | -49.7% | +46.6% | +10.9% |
| YTD | -54.0% | -64.9% | +11.0% | -43.6% |
| 1Y | -54.8% | -64.0% | +9.2% | -45.2% |
| 3Y | -60.6% | -77.4% | +16.9% | -48.2% |
| 5Y | -62.6% | -74.4% | +11.8% | -54.0% |
| All | +60.0% | -4.1% | +64.1% | +42.3% |
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