+200.4%
B vs CF
+73.9%
+126.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 7D | -1.6% | +6.0% | -7.6% | -1.8% |
| 30D | +9.4% | +14.8% | -5.4% | +8.8% |
| 3M | +5.0% | +14.1% | -9.1% | +4.3% |
| 6M | -3.5% | +28.5% | -32.1% | -7.5% |
| YTD | +4.5% | +74.9% | -70.5% | -5.3% |
| 1Y | +67.8% | +61.7% | +6.1% | +53.8% |
| All | +200.4% | +73.9% | +126.5% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling