+263.8%
STLA vs CPB
-0.9%
+264.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.8% |
| 7D | +2.6% | -8.6% | +11.2% | +3.9% |
| 30D | -1.2% | -7.2% | +6.0% | -0.2% |
| 3M | -24.8% | +0.9% | -25.7% | -25.1% |
| 6M | -25.6% | -11.8% | -13.8% | -24.5% |
| YTD | -48.9% | -19.4% | -29.5% | -47.5% |
| 1Y | -38.8% | -30.4% | -8.4% | -35.6% |
| 3Y | -64.5% | -40.2% | -24.4% | -62.1% |
| 5Y | -62.4% | -39.5% | -22.9% | -60.1% |
| 10Y | +55.4% | -47.4% | +102.8% | +67.1% |
| All | +263.8% | -0.9% | +264.7% | +210.7% |
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