+402.9%
STM vs CF
+5,948.3%
-5,545.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.8% |
| 7D | +5.8% | +6.0% | -0.2% | +4.0% |
| 30D | -1.0% | +14.8% | -15.9% | -5.2% |
| 3M | -33.3% | +14.1% | -47.3% | -36.4% |
| 6M | +57.4% | +28.5% | +28.8% | +40.6% |
| YTD | +102.2% | +74.9% | +27.2% | +63.8% |
| 1Y | +99.6% | +61.7% | +37.9% | +64.9% |
| 3Y | +14.5% | +80.3% | -65.8% | -11.2% |
| 5Y | +21.4% | +226.0% | -204.6% | -26.9% |
| 10Y | +695.0% | +569.9% | +125.1% | +256.3% |
| All | +402.9% | +5,948.3% | -5,545.4% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling