+186.7%
B vs CF
+561.7%
-375.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | +9.6% | -3.2% | +12.8% | +9.8% |
| 30D | +3.5% | +4.3% | -0.8% | +3.1% |
| 3M | -1.6% | +2.8% | -4.4% | -1.9% |
| 6M | -1.7% | +0.6% | -2.3% | -2.0% |
| YTD | -5.3% | +56.6% | -62.0% | -10.0% |
| 1Y | +27.2% | +49.6% | -22.4% | +21.4% |
| 3Y | +166.1% | +61.5% | +104.6% | +150.5% |
| 5Y | +136.5% | +124.0% | +12.5% | +118.0% |
| All | +186.7% | +561.7% | -375.1% | +179.1% |
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