+6,112.5%
STX vs CF
+4,965.4%
+1,147.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.4% | -3.7% | -7.0% |
| 7D | -20.2% | -6.9% | -13.3% | -18.7% |
| 30D | -37.2% | -3.7% | -33.5% | -36.7% |
| 3M | -34.1% | -5.0% | -29.1% | -33.8% |
| 6M | -24.5% | -10.5% | -14.0% | -23.5% |
| YTD | +102.9% | +46.5% | +56.4% | +73.8% |
| 1Y | +123.8% | +34.8% | +89.0% | +95.8% |
| 3Y | +718.1% | +46.7% | +671.4% | +576.5% |
| 5Y | +573.6% | +112.0% | +461.6% | +369.8% |
| 10Y | +2,416.9% | +529.7% | +1,887.2% | +1,036.0% |
| All | +6,112.5% | +4,965.4% | +1,147.1% | +1,279.5% |
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