+231.7%
CTVA vs STLA
-30.6%
+262.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.2% |
| 7D | +4.9% | +2.6% | +2.4% | +4.1% |
| 30D | +11.9% | -1.2% | +13.2% | +12.0% |
| 3M | +13.7% | -24.8% | +38.4% | +22.3% |
| 6M | +13.1% | -25.6% | +38.7% | +21.2% |
| YTD | +32.0% | -48.9% | +80.9% | +55.9% |
| 1Y | +22.1% | -38.8% | +60.8% | +34.1% |
| 3Y | +77.5% | -64.5% | +142.0% | +123.9% |
| 5Y | +106.3% | -62.4% | +168.7% | +145.0% |
| All | +231.7% | -30.6% | +262.2% | +167.6% |
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 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