-31.8%
AA vs CF
+5,277.9%
-5,309.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.2% | -11.5% | -8.4% |
| 7D | -3.7% | +0.4% | -4.1% | -4.5% |
| 30D | -10.8% | +2.2% | -13.0% | -12.5% |
| 3M | -19.1% | +2.1% | -21.2% | -21.2% |
| 6M | -38.7% | -6.5% | -32.2% | -38.5% |
| YTD | -27.1% | +55.6% | -82.7% | -45.4% |
| 1Y | +8.3% | +42.3% | -34.0% | -15.2% |
| 3Y | +49.6% | +55.7% | -6.2% | +7.4% |
| 5Y | -15.5% | +122.4% | -137.9% | -51.2% |
| 10Y | +60.9% | +568.5% | -507.7% | -48.0% |
| All | -31.8% | +5,277.9% | -5,309.7% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling