+66.3%
AA vs CF
+561.7%
-495.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.5% |
| 7D | +0.9% | -3.2% | +4.1% | +2.1% |
| 30D | -6.7% | +4.3% | -11.0% | -9.6% |
| 3M | -16.3% | +2.8% | -19.2% | -19.1% |
| 6M | -37.1% | +0.6% | -37.7% | -39.4% |
| YTD | -25.0% | +56.6% | -81.6% | -46.5% |
| 1Y | +8.6% | +49.6% | -41.0% | -20.5% |
| 3Y | +57.2% | +61.5% | -4.3% | +3.8% |
| 5Y | -13.0% | +124.0% | -137.0% | -56.1% |
| All | +66.3% | +561.7% | -495.4% | -49.4% |
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