+487.0%
CF vs STT
+211.9%
+275.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.5% |
| 7D | -0.9% | +0.9% | -1.8% | -1.6% |
| 30D | +6.9% | -2.3% | +9.3% | +7.5% |
| 3M | +4.8% | -7.0% | +11.8% | +7.5% |
| 6M | +4.7% | +15.5% | -10.8% | -3.4% |
| YTD | +56.5% | +35.6% | +20.9% | +32.4% |
| 1Y | +48.4% | +47.9% | +0.6% | +20.3% |
| 3Y | +59.1% | +181.1% | -121.9% | -9.4% |
| 5Y | +109.5% | +108.2% | +1.3% | +30.8% |
| 10Y | +487.0% | +201.0% | +286.0% | +156.0% |
| All | +487.0% | +211.9% | +275.1% | +156.0% |
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