+92.3%
CTVA vs STLA
-74.3%
+166.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.1% |
| 7D | +2.4% | -4.9% | +7.4% | +3.3% |
| 30D | -8.1% | -4.9% | -3.2% | -7.5% |
| 3M | +6.3% | -23.7% | +30.0% | +10.8% |
| 6M | +0.4% | -45.0% | +45.4% | +10.1% |
| YTD | +21.8% | -60.9% | +82.7% | +40.6% |
| 1Y | +24.9% | -58.9% | +83.8% | +42.2% |
| 3Y | +92.3% | -74.4% | +166.7% | +127.4% |
| All | +92.3% | -74.3% | +166.6% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling