+60.4%
CF vs STLA
-74.0%
+134.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.7% | +6.2% |
| 7D | +0.4% | -5.5% | +5.9% | +0.5% |
| 30D | +2.2% | -3.7% | +5.9% | +2.3% |
| 3M | +2.1% | -21.1% | +23.3% | +2.7% |
| 6M | -6.5% | -38.3% | +31.8% | -5.6% |
| YTD | +55.6% | -59.2% | +114.8% | +62.3% |
| 1Y | +42.3% | -56.7% | +99.0% | +47.3% |
| All | +60.4% | -74.0% | +134.4% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling