+112.0%
CF vs STLA
-70.1%
+182.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.2% | -4.5% | +1.4% | -3.0% |
| 30D | +4.3% | -3.9% | +8.2% | +4.4% |
| 3M | +2.8% | -20.2% | +23.0% | +3.9% |
| 6M | +0.6% | -42.2% | +42.8% | +3.4% |
| YTD | +56.6% | -59.3% | +116.0% | +65.9% |
| 1Y | +49.6% | -56.1% | +105.7% | +56.9% |
| 3Y | +61.5% | -73.7% | +135.1% | +76.8% |
| All | +112.0% | -70.1% | +182.1% | +117.4% |
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 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