+568.0%
CF vs STT
+204.5%
+363.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -3.2% | -2.5% | -0.7% | -2.3% |
| 30D | +4.3% | -5.0% | +9.3% | +6.2% |
| 3M | +2.8% | -10.5% | +13.3% | +7.3% |
| 6M | +0.6% | +10.0% | -9.4% | -5.1% |
| YTD | +56.6% | +30.7% | +25.9% | +34.6% |
| 1Y | +49.6% | +43.8% | +5.8% | +22.6% |
| 3Y | +61.5% | +168.1% | -106.6% | -6.4% |
| 5Y | +124.0% | +101.4% | +22.6% | +41.5% |
| All | +568.0% | +204.5% | +363.5% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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