+641.7%
BE vs CF
+242.2%
+399.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -6.9% | -5.4% |
| 7D | -13.4% | +4.8% | -18.1% | -15.5% |
| 30D | -33.9% | +9.7% | -43.6% | -37.4% |
| 3M | -12.0% | +1.2% | -13.2% | -14.4% |
| 6M | -29.0% | +7.4% | -36.3% | -34.4% |
| YTD | +113.4% | +60.5% | +52.9% | +53.1% |
| 1Y | +33.2% | +50.7% | -17.6% | -1.4% |
| 3Y | +1,659.2% | +64.8% | +1,594.4% | +1,082.8% |
| 5Y | +461.4% | +115.8% | +345.6% | +182.9% |
| All | +641.7% | +242.2% | +399.5% | +108.6% |
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 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