-63.1%
STLA vs CPAY
+53.2%
-116.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -3.8% | -2.7% | -1.2% | -2.5% |
| 30D | -3.1% | +0.6% | -3.7% | -3.5% |
| 3M | -19.6% | +17.0% | -36.7% | -25.9% |
| 6M | -23.5% | +24.1% | -47.6% | -32.0% |
| YTD | -51.5% | +35.7% | -87.3% | -60.6% |
| 1Y | -39.7% | +34.0% | -73.7% | -50.7% |
| 3Y | -66.3% | +50.3% | -116.6% | -74.9% |
| 5Y | -63.1% | +56.7% | -119.8% | -74.7% |
| All | -63.1% | +53.2% | -116.3% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling