+189.2%
STLA vs CPB
+7.3%
+181.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | -6.4% | +3.3% | -9.6% | -6.8% |
| 30D | -1.3% | +19.0% | -20.3% | -3.9% |
| 3M | -19.9% | +0.4% | -20.4% | -20.2% |
| 6M | -42.9% | +13.0% | -55.9% | -44.2% |
| YTD | -59.4% | -12.7% | -46.7% | -58.8% |
| 1Y | -56.8% | -20.9% | -36.0% | -55.5% |
| 3Y | -73.1% | -35.4% | -37.7% | -71.6% |
| 5Y | -70.1% | -32.3% | -37.8% | -68.8% |
| 10Y | +19.8% | -40.5% | +60.3% | +26.1% |
| All | +189.2% | +7.3% | +181.9% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling