+112.9%
AA vs CF
+569.3%
-456.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -0.4% |
| 7D | -0.7% | +6.0% | -6.7% | -3.9% |
| 30D | +5.0% | +14.8% | -9.9% | -3.3% |
| 3M | -35.8% | +14.1% | -49.9% | -41.1% |
| 6M | -18.4% | +28.5% | -46.9% | -32.9% |
| YTD | -5.5% | +74.9% | -80.4% | -35.5% |
| 1Y | +61.0% | +61.7% | -0.7% | +14.0% |
| 3Y | +66.2% | +80.3% | -14.1% | +4.6% |
| 5Y | +11.4% | +226.0% | -214.6% | -54.6% |
| All | +112.9% | +569.3% | -456.5% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling