+363.8%
ALL vs CF
+546.3%
-182.5%
-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% | -0.3% | -0.4% |
| 7D | -3.9% | -0.9% | -3.0% | -3.8% |
| 30D | +10.6% | +6.9% | +3.7% | +9.1% |
| 3M | -4.6% | +4.8% | -9.4% | -5.8% |
| 6M | +20.2% | +4.7% | +15.5% | +18.4% |
| YTD | +23.7% | +56.5% | -32.8% | +10.3% |
| 1Y | +27.9% | +48.4% | -20.5% | +15.3% |
| 3Y | +109.2% | +59.1% | +50.0% | +81.6% |
| 5Y | +148.0% | +109.5% | +38.5% | +90.3% |
| 10Y | +363.8% | +487.0% | -123.2% | +171.0% |
| All | +363.8% | +546.3% | -182.5% | +171.0% |
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