+18.8%
CTVA vs STLA
-40.1%
+58.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.7% | -3.8% | -0.8% | -4.3% |
| 30D | +11.1% | -3.1% | +14.2% | +11.3% |
| 3M | +13.7% | -19.6% | +33.3% | +15.4% |
| 6M | +11.2% | -23.5% | +34.7% | +12.9% |
| YTD | +26.9% | -51.5% | +78.4% | +33.5% |
| 1Y | +18.8% | -39.7% | +58.5% | +21.6% |
| All | +18.8% | -40.1% | +58.9% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling