+61.5%
CF vs STT
+165.4%
-103.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.2% | -2.5% | -0.7% | -3.1% |
| 30D | +4.3% | -5.0% | +9.3% | +4.6% |
| 3M | +2.8% | -10.5% | +13.3% | +3.6% |
| 6M | +0.6% | +10.0% | -9.4% | -1.2% |
| YTD | +56.6% | +30.7% | +25.9% | +49.2% |
| 1Y | +49.6% | +43.8% | +5.8% | +39.5% |
| 3Y | +61.5% | +168.1% | -106.6% | +25.9% |
| All | +61.5% | +165.4% | -103.9% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling