+204.9%
CVX vs STLA
+0.5%
+204.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.9% |
| 7D | -1.7% | -11.6% | +9.9% | +1.4% |
| 30D | -0.8% | -6.2% | +5.4% | +0.2% |
| 3M | +9.4% | -24.6% | +34.0% | +16.3% |
| 6M | +17.5% | -44.9% | +62.4% | +34.7% |
| YTD | +43.8% | -62.3% | +106.1% | +79.5% |
| 1Y | +41.9% | -61.8% | +103.7% | +75.7% |
| 3Y | +69.1% | -75.3% | +144.5% | +128.2% |
| 5Y | +128.3% | -72.5% | +200.8% | +183.1% |
| 10Y | +204.9% | +0.8% | +204.2% | +152.5% |
| All | +204.9% | +0.5% | +204.4% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling