+5,967.0%
CF vs STT
+529.8%
+5,437.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +6.0% | +0.5% | +5.5% | +5.7% |
| 30D | +14.8% | +3.9% | +11.0% | +13.0% |
| 3M | +14.1% | +20.0% | -5.9% | +5.6% |
| 6M | +28.5% | +55.3% | -26.8% | +6.5% |
| YTD | +74.9% | +53.3% | +21.6% | +45.1% |
| 1Y | +61.7% | +74.7% | -13.0% | +26.9% |
| 3Y | +80.3% | +205.8% | -125.5% | +10.1% |
| 5Y | +226.0% | +145.0% | +81.0% | +107.9% |
| 10Y | +569.9% | +266.0% | +303.8% | +254.0% |
| All | +5,967.0% | +529.8% | +5,437.1% | +1,731.6% |
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