+4,981.1%
CF vs STT
+462.2%
+4,518.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -5.2% |
| 7D | -6.9% | -0.1% | -6.8% | -6.9% |
| 30D | -3.7% | -1.7% | -2.1% | -3.3% |
| 3M | -5.0% | -6.4% | +1.4% | -2.9% |
| 6M | -10.5% | +17.7% | -28.2% | -16.9% |
| YTD | +46.5% | +36.9% | +9.6% | +26.7% |
| 1Y | +34.8% | +52.0% | -17.2% | +11.7% |
| 3Y | +46.7% | +178.6% | -131.9% | -7.3% |
| 5Y | +112.0% | +109.1% | +2.9% | +43.8% |
| 10Y | +529.7% | +226.1% | +303.6% | +247.3% |
| All | +4,981.1% | +462.2% | +4,518.8% | +1,499.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling