+117.2%
ALL vs CF
+56.6%
+60.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.2% |
| 7D | +4.2% | +0.4% | +3.8% | +4.2% |
| 30D | +18.9% | +2.2% | +16.7% | +18.8% |
| 3M | +1.2% | +2.1% | -0.9% | +1.1% |
| 6M | +23.2% | -6.5% | +29.8% | +23.4% |
| YTD | +30.0% | +55.6% | -25.6% | +25.6% |
| 1Y | +39.6% | +42.3% | -2.7% | +35.8% |
| All | +117.2% | +56.6% | +60.6% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling