+188.2%
B vs CF
+569.3%
-381.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.0% |
| 7D | -1.6% | +6.0% | -7.6% | -2.0% |
| 30D | +9.4% | +14.8% | -5.4% | +8.3% |
| 3M | +5.0% | +14.1% | -9.1% | +3.8% |
| 6M | -3.5% | +28.5% | -32.1% | -6.4% |
| YTD | +4.5% | +74.9% | -70.5% | -1.6% |
| 1Y | +67.8% | +61.7% | +6.1% | +59.1% |
| 3Y | +196.7% | +80.3% | +116.4% | +176.7% |
| 5Y | +151.9% | +226.0% | -74.0% | +125.6% |
| All | +188.2% | +569.3% | -381.1% | +142.0% |
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