+464.0%
CVX vs STLA
+263.8%
+200.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | +3.3% | +2.6% | +0.8% | +2.8% |
| 30D | +12.9% | -1.2% | +14.1% | +12.9% |
| 3M | +11.7% | -24.8% | +36.5% | +17.1% |
| 6M | +14.1% | -25.6% | +39.7% | +18.9% |
| YTD | +40.7% | -48.9% | +89.6% | +56.2% |
| 1Y | +37.5% | -38.8% | +76.3% | +45.8% |
| 3Y | +43.9% | -64.5% | +108.5% | +65.7% |
| 5Y | +161.5% | -62.4% | +223.9% | +190.3% |
| 10Y | +215.1% | +55.4% | +159.7% | +177.2% |
| All | +464.0% | +263.8% | +200.2% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling