+467.4%
CF vs STLA
+4.2%
+463.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +3.4% |
| 7D | +4.8% | -4.9% | +9.7% | +5.8% |
| 30D | +9.7% | -4.9% | +14.6% | +10.4% |
| 3M | +1.2% | -23.7% | +24.9% | +6.9% |
| 6M | +7.4% | -45.0% | +52.3% | +22.1% |
| YTD | +60.5% | -60.9% | +121.4% | +95.9% |
| 1Y | +50.7% | -58.9% | +109.6% | +80.5% |
| 3Y | +64.8% | -74.4% | +139.2% | +117.1% |
| 5Y | +115.8% | -71.5% | +187.3% | +159.4% |
| All | +467.4% | +4.2% | +463.3% | +338.9% |
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