+16.0%
AA vs CF
+35.9%
-19.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.2% | +3.3% |
| 7D | +0.9% | -6.9% | +7.8% | +1.7% |
| 30D | -6.4% | -3.7% | -2.7% | -6.2% |
| 3M | -13.0% | -5.0% | -8.0% | -12.4% |
| 6M | -34.6% | -10.5% | -24.2% | -33.9% |
| YTD | -23.0% | +46.5% | -69.6% | -32.9% |
| 1Y | +16.0% | +34.8% | -18.8% | +5.2% |
| All | +16.0% | +35.9% | -19.9% | +5.2% |
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