+41.6%
AA vs CF
+479.1%
-437.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.5% | +4.8% | -4.3% | -2.1% |
| 30D | -0.6% | +4.7% | -5.3% | -3.9% |
| 3M | -19.7% | +7.4% | -27.1% | -23.9% |
| 6M | -41.6% | +0.6% | -42.2% | -43.5% |
| YTD | -24.6% | +64.1% | -88.7% | -47.5% |
| 1Y | +4.9% | +51.4% | -46.5% | -23.6% |
| 3Y | +66.8% | +67.8% | -1.0% | +8.1% |
| 5Y | -19.4% | +114.1% | -133.5% | -57.8% |
| All | +41.6% | +479.1% | -437.5% | -53.8% |
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