-61.8%
STLA vs CPB
-23.3%
-38.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | -11.6% | -4.1% | -7.5% | -11.3% |
| 30D | -6.2% | +16.9% | -23.1% | -6.8% |
| 3M | -24.6% | -0.6% | -24.0% | -24.7% |
| 6M | -44.9% | +11.4% | -56.3% | -45.2% |
| YTD | -62.3% | -14.8% | -47.4% | -61.6% |
| 1Y | -61.8% | -24.8% | -37.0% | -59.8% |
| All | -61.8% | -23.3% | -38.5% | -59.8% |
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