+593.0%
BE vs CF
+233.9%
+359.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.1% |
| 7D | -14.7% | -3.2% | -11.6% | -14.1% |
| 30D | -40.5% | +4.3% | -44.9% | -42.4% |
| 3M | -24.3% | +2.8% | -27.1% | -27.1% |
| 6M | -39.3% | +0.6% | -39.9% | -42.2% |
| YTD | +99.4% | +56.6% | +42.7% | +44.7% |
| 1Y | +26.6% | +49.6% | -23.0% | -6.1% |
| 3Y | +1,616.9% | +61.5% | +1,555.5% | +1,064.7% |
| 5Y | +441.4% | +124.0% | +317.4% | +165.0% |
| All | +593.0% | +233.9% | +359.1% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling