-66.4%
STLA vs CPAY
+49.1%
-115.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | -2.9% | -2.0% | -0.9% | -2.1% |
| 30D | +0.9% | -0.4% | +1.3% | +1.1% |
| 3M | -21.6% | +16.4% | -38.0% | -26.5% |
| 6M | -21.6% | +23.5% | -45.1% | -28.7% |
| YTD | -50.4% | +35.7% | -86.1% | -58.4% |
| 1Y | -43.6% | +30.2% | -73.7% | -51.7% |
| 3Y | -66.4% | +49.7% | -116.1% | -74.3% |
| All | -66.4% | +49.1% | -115.5% | -74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling