-15.5%
AA vs CF
+125.5%
-141.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.2% | -11.5% | -7.8% |
| 7D | -3.7% | +0.4% | -4.1% | -4.3% |
| 30D | -10.8% | +2.2% | -13.0% | -12.1% |
| 3M | -19.1% | +2.1% | -21.2% | -20.7% |
| 6M | -38.7% | -6.5% | -32.2% | -38.3% |
| YTD | -27.1% | +55.6% | -82.7% | -44.4% |
| 1Y | +8.3% | +42.3% | -34.0% | -13.7% |
| 3Y | +49.6% | +55.7% | -6.2% | +7.9% |
| 5Y | -15.5% | +122.4% | -137.9% | -47.6% |
| All | -15.5% | +125.5% | -141.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling