-64.0%
STLA vs CPB
-25.8%
-38.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.0% | -6.0% |
| 7D | -13.1% | -5.8% | -7.3% | -12.6% |
| 30D | -13.3% | +16.5% | -29.7% | -13.8% |
| 3M | -27.9% | -1.1% | -26.8% | -27.9% |
| 6M | -47.8% | +11.5% | -59.3% | -48.2% |
| YTD | -64.6% | -15.7% | -48.8% | -63.9% |
| 1Y | -64.0% | -24.7% | -39.3% | -62.5% |
| All | -64.0% | -25.8% | -38.2% | -62.5% |
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