+122.4%
CF vs STT
+97.1%
+25.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.7% | +10.9% | +7.0% |
| 7D | +0.4% | -4.9% | +5.3% | +1.2% |
| 30D | +2.2% | -6.0% | +8.2% | +3.2% |
| 3M | +2.1% | -11.7% | +13.8% | +4.3% |
| 6M | -6.5% | +11.7% | -18.2% | -9.4% |
| YTD | +55.6% | +30.4% | +25.1% | +44.7% |
| 1Y | +42.3% | +43.9% | -1.6% | +29.1% |
| 3Y | +55.7% | +165.4% | -109.7% | +18.3% |
| 5Y | +122.4% | +101.0% | +21.4% | +64.1% |
| All | +122.4% | +97.1% | +25.3% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling