+588.0%
STX vs CF
+57.7%
+530.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.1% |
| 7D | -28.5% | -3.2% | -25.3% | -28.5% |
| 30D | -42.9% | +4.3% | -47.2% | -42.5% |
| 3M | -45.9% | +2.8% | -48.7% | -45.6% |
| 6M | -41.3% | +0.6% | -41.9% | -41.0% |
| YTD | +67.9% | +56.6% | +11.3% | +65.8% |
| 1Y | +66.5% | +49.6% | +16.9% | +64.8% |
| 3Y | +588.0% | +61.5% | +526.5% | +543.8% |
| All | +588.0% | +57.7% | +530.2% | +543.8% |
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