+218.9%
CTVA vs STLA
-34.1%
+253.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.7% | -3.8% | -0.8% | -3.6% |
| 30D | +11.1% | -3.1% | +14.2% | +11.8% |
| 3M | +13.7% | -19.6% | +33.3% | +20.2% |
| 6M | +11.2% | -23.5% | +34.7% | +18.1% |
| YTD | +26.9% | -51.5% | +78.4% | +52.1% |
| 1Y | +18.8% | -39.7% | +58.5% | +30.8% |
| 3Y | +75.9% | -66.3% | +142.3% | +125.2% |
| 5Y | +105.2% | -63.1% | +168.4% | +143.7% |
| All | +218.9% | -34.1% | +253.0% | +161.1% |
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