-38.8%
STLA vs CPB
-32.6%
-6.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.5% |
| 7D | +2.6% | -8.6% | +11.2% | +3.2% |
| 30D | -1.2% | -7.2% | +6.0% | -0.8% |
| 3M | -24.8% | +0.9% | -25.7% | -24.7% |
| 6M | -25.6% | -11.8% | -13.8% | -23.8% |
| YTD | -48.9% | -19.4% | -29.5% | -47.3% |
| 1Y | -38.8% | -30.4% | -8.4% | -33.5% |
| All | -38.8% | -32.6% | -6.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling