+75.7%
AA vs CF
+58.0%
+17.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +4.8% | -0.9% | +5.7% | +4.9% |
| 30D | -0.6% | +6.9% | -7.6% | -2.6% |
| 3M | -16.3% | +4.8% | -21.1% | -17.7% |
| 6M | -33.4% | +4.7% | -38.1% | -35.0% |
| YTD | -20.7% | +56.5% | -77.2% | -34.5% |
| 1Y | +12.9% | +48.4% | -35.5% | -5.0% |
| 3Y | +75.7% | +59.1% | +16.6% | +27.9% |
| All | +75.7% | +58.0% | +17.7% | +27.9% |
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