-15.7%
STM vs CF
+120.6%
-136.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.4% |
| 7D | -10.7% | -3.2% | -7.6% | -10.6% |
| 30D | -25.7% | +4.3% | -30.1% | -26.0% |
| 3M | -21.6% | +2.8% | -24.4% | -21.9% |
| 6M | -27.8% | +0.6% | -28.4% | -28.3% |
| YTD | +61.8% | +56.6% | +5.1% | +47.3% |
| 1Y | +78.1% | +49.6% | +28.5% | +63.3% |
| 3Y | +4.9% | +61.5% | -56.6% | -7.0% |
| All | -15.7% | +120.6% | -136.3% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling