-70.1%
STLA vs CPB
-31.3%
-38.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -4.5% | +8.0% | -12.5% | -5.9% |
| 30D | -3.9% | +22.4% | -26.3% | -7.4% |
| 3M | -20.2% | +2.5% | -22.7% | -20.8% |
| 6M | -42.2% | +12.2% | -54.4% | -43.8% |
| YTD | -59.3% | -12.8% | -46.5% | -58.3% |
| 1Y | -56.1% | -19.2% | -36.9% | -54.1% |
| 3Y | -73.7% | -35.6% | -38.1% | -71.5% |
| All | -70.1% | -31.3% | -38.8% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling