+131.2%
CTVA vs STLA
-51.8%
+183.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -6.1% | -18.2% | -22.5% |
| 7D | -23.7% | -13.1% | -10.6% | -20.2% |
| 30D | -31.2% | -13.3% | -18.0% | -28.4% |
| 3M | -18.7% | -27.9% | +9.1% | -11.1% |
| 6M | -25.5% | -47.8% | +22.3% | -11.2% |
| YTD | -8.0% | -64.6% | +56.5% | +20.5% |
| 1Y | -7.0% | -64.0% | +57.0% | +20.7% |
| 3Y | +45.2% | -76.8% | +122.1% | +108.3% |
| 5Y | +32.3% | -74.2% | +106.4% | +75.4% |
| All | +131.2% | -51.8% | +183.0% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling