+122.4%
CF vs STLA
-70.3%
+192.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.7% | +6.4% |
| 7D | +0.4% | -5.5% | +5.9% | +0.7% |
| 30D | +2.2% | -3.7% | +5.9% | +2.3% |
| 3M | +2.1% | -21.1% | +23.3% | +3.3% |
| 6M | -6.5% | -38.3% | +31.8% | -4.4% |
| YTD | +55.6% | -59.2% | +114.8% | +64.7% |
| 1Y | +42.3% | -56.7% | +99.0% | +49.5% |
| 3Y | +55.7% | -74.3% | +130.1% | +71.0% |
| 5Y | +122.4% | -70.2% | +192.6% | +128.1% |
| All | +122.4% | -70.3% | +192.7% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling