+15.7%
STM vs CF
+73.9%
-58.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +1.8% |
| 7D | +5.8% | +6.0% | -0.2% | +5.9% |
| 30D | -1.0% | +14.8% | -15.9% | -0.7% |
| 3M | -33.3% | +14.1% | -47.3% | -33.0% |
| 6M | +57.4% | +28.5% | +28.8% | +52.7% |
| YTD | +102.2% | +74.9% | +27.2% | +86.2% |
| 1Y | +99.6% | +61.7% | +37.9% | +85.8% |
| All | +15.7% | +73.9% | -58.2% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling