+668.0%
BE vs CF
+249.8%
+418.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.1% | -5.0% |
| 7D | +10.8% | +4.8% | +6.0% | +8.6% |
| 30D | -19.8% | +4.7% | -24.5% | -22.3% |
| 3M | -18.7% | +7.4% | -26.1% | -23.0% |
| 6M | -33.7% | +0.6% | -34.3% | -36.7% |
| YTD | +121.0% | +64.1% | +56.8% | +57.1% |
| 1Y | +85.4% | +51.4% | +34.0% | +37.3% |
| 3Y | +1,709.5% | +67.8% | +1,641.7% | +1,108.1% |
| 5Y | +462.2% | +114.1% | +348.1% | +186.4% |
| All | +668.0% | +249.8% | +418.1% | +114.1% |
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