-7.9%
CSGP vs STLA
-35.8%
+27.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +4.4% |
| 7D | +18.3% | -0.6% | +18.9% | +18.1% |
| 30D | +17.8% | +3.6% | +14.2% | +20.0% |
| 3M | +9.3% | -20.6% | +29.9% | +7.2% |
| 6M | -7.9% | -34.3% | +26.4% | -14.4% |
| All | -7.9% | -35.8% | +27.9% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling