+214.5%
CVX vs STLA
-4.1%
+218.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | +3.4% | -13.8% | +17.2% | +7.2% |
| 30D | -1.0% | -10.5% | +9.6% | +1.2% |
| 3M | +12.2% | -28.9% | +41.1% | +21.0% |
| 6M | +20.3% | -49.7% | +70.1% | +41.2% |
| YTD | +48.3% | -64.9% | +113.2% | +88.5% |
| 1Y | +46.9% | -64.0% | +110.9% | +84.5% |
| 3Y | +73.1% | -77.4% | +150.5% | +139.3% |
| 5Y | +135.2% | -74.4% | +209.7% | +196.9% |
| All | +214.5% | -4.1% | +218.6% | +156.1% |
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