+371.6%
ALL vs CF
+479.1%
-107.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +5.0% | +4.8% | +0.3% | +4.1% |
| 30D | +13.3% | +4.7% | +8.6% | +12.2% |
| 3M | +3.2% | +7.4% | -4.2% | +1.4% |
| 6M | +25.3% | +0.6% | +24.7% | +24.5% |
| YTD | +30.5% | +64.1% | -33.7% | +15.3% |
| 1Y | +29.2% | +51.4% | -22.2% | +16.1% |
| 3Y | +119.1% | +67.8% | +51.3% | +88.4% |
| 5Y | +162.6% | +114.1% | +48.5% | +101.3% |
| All | +371.6% | +479.1% | -107.4% | +178.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling