+78.9%
CTVA vs STLA
-71.4%
+150.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.2% |
| 7D | +2.4% | -4.9% | +7.4% | +3.5% |
| 30D | -8.1% | -4.9% | -3.2% | -7.4% |
| 3M | +6.3% | -23.7% | +30.0% | +11.6% |
| 6M | +0.4% | -45.0% | +45.4% | +12.0% |
| YTD | +21.8% | -60.9% | +82.7% | +44.1% |
| 1Y | +24.9% | -58.9% | +83.8% | +45.6% |
| 3Y | +92.3% | -74.4% | +166.7% | +144.3% |
| 5Y | +78.9% | -71.5% | +150.4% | +115.3% |
| All | +78.9% | -71.4% | +150.3% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling