+41.9%
CVX vs STLA
-64.4%
+106.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +3.3% | +2.6% | +0.8% | +3.1% |
| 30D | +12.9% | -1.2% | +14.1% | +12.9% |
| 3M | +11.7% | -24.8% | +36.5% | +14.4% |
| 6M | +14.1% | -25.6% | +39.7% | +16.4% |
| YTD | +40.7% | -48.9% | +89.6% | +50.7% |
| 1Y | +37.5% | -38.8% | +76.3% | +41.5% |
| All | +41.9% | -64.4% | +106.3% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling