+49.2%
CF vs STLA
-59.6%
+108.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.2% |
| 7D | +4.8% | -4.9% | +9.7% | +4.2% |
| 30D | +9.7% | -4.9% | +14.6% | +9.3% |
| 3M | +1.2% | -23.7% | +24.9% | -1.2% |
| 6M | +7.4% | -45.0% | +52.3% | +0.3% |
| YTD | +60.5% | -60.9% | +121.4% | +57.0% |
| All | +49.2% | -59.6% | +108.9% | +44.4% |
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