+471.5%
CF vs STLA
+0.5%
+471.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.6% |
| 7D | +10.4% | -11.6% | +22.0% | +13.5% |
| 30D | +7.6% | -6.2% | +13.7% | +8.5% |
| 3M | +5.2% | -24.6% | +29.7% | +11.2% |
| 6M | -0.1% | -44.9% | +44.8% | +13.6% |
| YTD | +61.7% | -62.3% | +123.9% | +99.0% |
| 1Y | +50.3% | -61.8% | +112.1% | +83.6% |
| 3Y | +66.0% | -75.3% | +141.3% | +120.5% |
| 5Y | +114.5% | -72.5% | +187.0% | +160.0% |
| 10Y | +471.5% | +0.8% | +470.8% | +345.7% |
| All | +471.5% | +0.5% | +471.0% | +345.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling