+673.0%
ALL vs CF
+4,965.4%
-4,292.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +3.9% |
| 7D | +7.5% | -6.9% | +14.4% | +9.1% |
| 30D | +19.7% | -3.7% | +23.5% | +20.6% |
| 3M | +2.9% | -5.0% | +7.9% | +3.6% |
| 6M | +23.5% | -10.5% | +34.0% | +25.5% |
| YTD | +31.1% | +46.5% | -15.4% | +17.4% |
| 1Y | +40.5% | +34.8% | +5.6% | +28.0% |
| 3Y | +117.1% | +46.7% | +70.4% | +89.8% |
| 5Y | +158.6% | +112.0% | +46.6% | +97.8% |
| 10Y | +402.4% | +529.7% | -127.3% | +175.0% |
| All | +673.0% | +4,965.4% | -4,292.5% | +128.7% |
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