+577.4%
CF vs STLA
+54.0%
+523.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.5% |
| 7D | +6.0% | +2.6% | +3.4% | +5.3% |
| 30D | +14.8% | -1.2% | +16.1% | +14.9% |
| 3M | +14.1% | -24.8% | +38.8% | +21.6% |
| 6M | +28.5% | -25.6% | +54.1% | +35.3% |
| YTD | +74.9% | -48.9% | +123.9% | +101.4% |
| 1Y | +61.7% | -38.8% | +100.5% | +74.2% |
| 3Y | +80.3% | -64.5% | +144.9% | +118.0% |
| 5Y | +226.0% | -62.4% | +288.4% | +267.2% |
| All | +577.4% | +54.0% | +523.4% | +400.9% |
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