-11.5%
AA vs CF
+5,948.3%
-5,959.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -0.5% |
| 7D | -0.7% | +6.0% | -6.7% | -3.7% |
| 30D | +5.0% | +14.8% | -9.9% | -2.7% |
| 3M | -35.8% | +14.1% | -49.9% | -40.7% |
| 6M | -18.4% | +28.5% | -46.9% | -31.5% |
| YTD | -5.5% | +74.9% | -80.4% | -32.6% |
| 1Y | +61.0% | +61.7% | -0.7% | +18.6% |
| 3Y | +66.2% | +80.3% | -14.1% | +11.5% |
| 5Y | +11.4% | +226.0% | -214.6% | -46.9% |
| 10Y | +116.9% | +569.9% | -453.0% | -30.1% |
| All | -11.5% | +5,948.3% | -5,959.8% | -88.4% |
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