+61.0%
AA vs CF
+62.4%
-1.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.7% |
| 7D | -0.7% | +6.0% | -6.7% | -1.4% |
| 30D | +5.0% | +14.8% | -9.9% | +3.2% |
| 3M | -35.8% | +14.1% | -49.9% | -37.0% |
| 6M | -18.4% | +28.5% | -46.9% | -23.1% |
| YTD | -5.5% | +74.9% | -80.4% | -15.9% |
| 1Y | +61.0% | +61.7% | -0.7% | +45.6% |
| All | +61.0% | +62.4% | -1.5% | +45.6% |
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 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