-57.3%
STLA vs CPB
-20.9%
-36.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | -6.4% | +3.3% | -9.6% | -6.6% |
| 30D | -1.3% | +19.0% | -20.3% | -2.4% |
| 3M | -19.9% | +0.4% | -20.4% | -20.2% |
| 6M | -42.9% | +13.0% | -55.9% | -43.4% |
| YTD | -59.4% | -12.7% | -46.7% | -58.4% |
| All | -57.3% | -20.9% | -36.5% | -54.7% |
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