+122.0%
CVX vs STLA
-70.4%
+192.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -7.5% | -6.4% | -1.1% | -6.8% |
| 30D | -0.6% | -1.3% | +0.8% | -0.6% |
| 3M | +14.0% | -19.9% | +33.9% | +16.6% |
| 6M | +18.1% | -42.9% | +61.0% | +25.8% |
| YTD | +42.2% | -59.4% | +101.6% | +58.6% |
| 1Y | +41.3% | -56.8% | +98.2% | +55.5% |
| 3Y | +68.3% | -73.1% | +141.4% | +94.8% |
| 5Y | +122.0% | -70.1% | +192.1% | +139.1% |
| All | +122.0% | -70.4% | +192.4% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling