+712.4%
CSGP vs STLA
+190.5%
+521.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.8% |
| 7D | +13.9% | -5.5% | +19.4% | +15.0% |
| 30D | +16.0% | -3.7% | +19.7% | +16.2% |
| 3M | +6.1% | -21.1% | +27.2% | +9.9% |
| 6M | -8.2% | -38.3% | +30.2% | -1.4% |
| YTD | -52.3% | -59.2% | +6.9% | -45.4% |
| 1Y | -54.5% | -56.7% | +2.2% | -48.6% |
| 3Y | -58.6% | -74.3% | +15.7% | -49.8% |
| 5Y | -61.5% | -70.2% | +8.7% | -55.5% |
| 10Y | +74.7% | +23.4% | +51.3% | +56.1% |
| All | +712.4% | +190.5% | +521.9% | +577.4% |
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 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