+168.9%
STLA vs CPB
+4.8%
+164.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | -11.6% | -4.1% | -7.5% | -11.1% |
| 30D | -6.2% | +16.9% | -23.1% | -8.3% |
| 3M | -24.6% | -0.6% | -24.0% | -24.7% |
| 6M | -44.9% | +11.4% | -56.3% | -46.1% |
| YTD | -62.3% | -14.8% | -47.4% | -61.6% |
| 1Y | -61.8% | -24.8% | -37.0% | -60.3% |
| 3Y | -75.3% | -36.6% | -38.7% | -73.9% |
| 5Y | -72.5% | -33.3% | -39.2% | -71.2% |
| 10Y | +0.8% | -40.4% | +41.1% | +5.9% |
| All | +168.9% | +4.8% | +164.2% | +127.5% |
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 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