+121.7%
B vs CF
+116.3%
+5.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.6% | -8.7% | -6.3% |
| 7D | +7.1% | +4.8% | +2.4% | +6.7% |
| 30D | -3.3% | +9.7% | -13.0% | -4.1% |
| 3M | -2.5% | +1.2% | -3.8% | -2.7% |
| 6M | -7.2% | +7.4% | -14.6% | -8.2% |
| YTD | -7.4% | +60.5% | -67.9% | -14.7% |
| 1Y | +16.4% | +50.7% | -34.3% | +8.2% |
| 3Y | +178.7% | +64.8% | +113.9% | +151.8% |
| 5Y | +121.7% | +115.8% | +5.9% | +99.2% |
| All | +121.7% | +116.3% | +5.4% | +99.2% |
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