+34.8%
CF vs STLA
-53.0%
+87.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.2% | -4.1% |
| 7D | -6.9% | -0.6% | -6.2% | -6.9% |
| 30D | -3.7% | +3.6% | -7.3% | -3.3% |
| 3M | -5.0% | -20.6% | +15.7% | -6.8% |
| 6M | -10.5% | -34.3% | +23.9% | -14.4% |
| YTD | +46.5% | -57.3% | +103.8% | +45.8% |
| 1Y | +34.8% | -52.6% | +87.5% | +29.3% |
| All | +34.8% | -53.0% | +87.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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