+70.7%
AA vs CF
+73.9%
-3.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.3% |
| 7D | -0.7% | +6.0% | -6.7% | -2.2% |
| 30D | +5.0% | +14.8% | -9.9% | +0.9% |
| 3M | -35.8% | +14.1% | -49.9% | -38.4% |
| 6M | -18.4% | +28.5% | -46.9% | -26.8% |
| YTD | -5.5% | +74.9% | -80.4% | -24.6% |
| 1Y | +61.0% | +61.7% | -0.7% | +31.5% |
| All | +70.7% | +73.9% | -3.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling