+137.3%
CTVA vs STLA
-52.3%
+189.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -20.8% | -13.8% | -7.0% | -17.0% |
| 30D | -29.6% | -10.5% | -19.1% | -27.4% |
| 3M | -16.9% | -28.9% | +12.0% | -8.8% |
| 6M | -24.3% | -49.7% | +25.5% | -8.7% |
| YTD | -5.6% | -64.9% | +59.3% | +24.0% |
| 1Y | -4.2% | -64.0% | +59.9% | +24.3% |
| 3Y | +43.3% | -77.4% | +120.7% | +107.2% |
| 5Y | +35.7% | -74.4% | +110.1% | +80.5% |
| All | +137.3% | -52.3% | +189.6% | +112.9% |
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