+68.3%
CVX vs STLA
-73.7%
+142.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -7.5% | -6.4% | -1.1% | -7.0% |
| 30D | -0.6% | -1.3% | +0.8% | -0.6% |
| 3M | +14.0% | -19.9% | +33.9% | +15.8% |
| 6M | +18.1% | -42.9% | +61.0% | +23.6% |
| YTD | +42.2% | -59.4% | +101.6% | +55.3% |
| 1Y | +41.3% | -56.8% | +98.2% | +52.4% |
| 3Y | +68.3% | -73.1% | +141.4% | +88.2% |
| All | +68.3% | -73.7% | +142.0% | +88.2% |
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