+66.5%
STX vs CF
+46.5%
+20.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.0% |
| 7D | -28.5% | -3.2% | -25.3% | -28.7% |
| 30D | -42.9% | +4.3% | -47.2% | -41.8% |
| 3M | -45.9% | +2.8% | -48.7% | -45.0% |
| 6M | -41.3% | +0.6% | -41.9% | -40.4% |
| YTD | +67.9% | +56.6% | +11.3% | +97.5% |
| 1Y | +66.5% | +49.6% | +16.9% | +92.2% |
| All | +66.5% | +46.5% | +20.0% | +92.2% |
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