+135.2%
B vs CF
+125.5%
+9.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | +0.1% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | -0.9% | +2.2% | -3.1% | -1.2% |
| 3M | -1.4% | +2.1% | -3.5% | -1.7% |
| 6M | +5.0% | -6.5% | +11.6% | +5.2% |
| YTD | -5.8% | +55.6% | -61.4% | -13.0% |
| 1Y | +25.6% | +42.3% | -16.7% | +17.5% |
| 3Y | +161.6% | +55.7% | +105.9% | +138.0% |
| 5Y | +135.2% | +122.4% | +12.8% | +112.6% |
| All | +135.2% | +125.5% | +9.7% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling