+1.5%
STLA vs CPAY
+219.9%
-218.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.7% |
| 7D | -13.8% | +1.6% | -15.3% | -14.4% |
| 30D | -10.5% | +17.6% | -28.1% | -17.9% |
| 3M | -28.9% | +8.7% | -37.6% | -32.1% |
| 6M | -49.7% | +39.5% | -89.3% | -57.9% |
| YTD | -64.9% | +53.6% | -118.5% | -73.2% |
| 1Y | -64.0% | +63.3% | -127.3% | -73.5% |
| 3Y | -77.4% | +101.7% | -179.2% | -85.5% |
| 5Y | -74.4% | +91.4% | -165.8% | -83.3% |
| All | +1.5% | +219.9% | -218.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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