+129.0%
B vs CF
+5,948.3%
-5,819.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.5% |
| 7D | -1.6% | +6.0% | -7.6% | -2.9% |
| 30D | +9.4% | +14.8% | -5.4% | +5.8% |
| 3M | +5.0% | +14.1% | -9.1% | +1.3% |
| 6M | -3.5% | +28.5% | -32.1% | -11.2% |
| YTD | +4.5% | +74.9% | -70.5% | -10.7% |
| 1Y | +67.8% | +61.7% | +6.1% | +45.7% |
| 3Y | +196.7% | +80.3% | +116.4% | +146.0% |
| 5Y | +151.9% | +226.0% | -74.0% | +72.3% |
| 10Y | +202.2% | +569.9% | -367.7% | +46.9% |
| All | +129.0% | +5,948.3% | -5,819.3% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling