+68.0%
STM vs CF
+42.3%
+25.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +6.2% | -18.6% | -10.6% |
| 7D | -20.1% | +0.4% | -20.5% | -19.5% |
| 30D | -32.0% | +2.2% | -34.2% | -31.1% |
| 3M | -24.2% | +2.1% | -26.3% | -22.8% |
| 6M | -29.9% | -6.5% | -23.4% | -29.6% |
| YTD | +54.9% | +55.6% | -0.7% | +47.1% |
| 1Y | +68.0% | +42.3% | +25.7% | +65.2% |
| All | +68.0% | +42.3% | +25.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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