-17.9%
STM vs CF
+125.5%
-143.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +6.2% | -18.6% | -12.7% |
| 7D | -20.1% | +0.4% | -20.5% | -20.1% |
| 30D | -32.0% | +2.2% | -34.2% | -32.1% |
| 3M | -24.2% | +2.1% | -26.3% | -24.4% |
| 6M | -29.9% | -6.5% | -23.4% | -29.9% |
| YTD | +54.9% | +55.6% | -0.7% | +41.0% |
| 1Y | +68.0% | +42.3% | +25.7% | +55.2% |
| 3Y | -0.1% | +55.7% | -55.9% | -11.1% |
| 5Y | -17.9% | +122.4% | -140.3% | -31.7% |
| All | -17.9% | +125.5% | -143.4% | -31.7% |
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