+122.2%
ALL vs CF
+227.0%
-104.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.1% |
| 7D | 0.0% | +6.0% | -6.0% | -0.5% |
| 30D | -1.5% | +14.8% | -16.3% | -2.7% |
| 3M | +23.6% | +14.1% | +9.6% | +22.1% |
| 6M | +22.3% | +28.5% | -6.2% | +18.8% |
| YTD | +26.5% | +74.9% | -48.4% | +18.6% |
| 1Y | +27.0% | +61.7% | -34.7% | +20.0% |
| 3Y | +149.6% | +80.3% | +69.3% | +130.3% |
| All | +122.2% | +227.0% | -104.7% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling