+50.4%
CF vs STT
+48.2%
+2.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.3% |
| 7D | +5.4% | +5.1% | +0.2% | +6.8% |
| 30D | +6.5% | -0.2% | +6.8% | +6.8% |
| 3M | +4.6% | -8.1% | +12.8% | +3.2% |
| 6M | -3.3% | +16.6% | -20.0% | +0.4% |
| YTD | +63.9% | +37.8% | +26.1% | +73.4% |
| 1Y | +50.4% | +46.8% | +3.6% | +55.2% |
| All | +50.4% | +48.2% | +2.3% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling