+27.2%
B vs CF
+46.5%
-19.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.6% |
| 7D | +9.6% | -3.2% | +12.8% | +9.3% |
| 30D | +3.5% | +4.3% | -0.8% | +4.1% |
| 3M | -1.6% | +2.8% | -4.4% | -0.6% |
| 6M | -1.7% | +0.6% | -2.3% | -1.0% |
| YTD | -5.3% | +56.6% | -62.0% | -16.7% |
| 1Y | +27.2% | +49.6% | -22.4% | +14.7% |
| All | +27.2% | +46.5% | -19.3% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling