+33.2%
BE vs CF
+50.8%
-17.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -6.9% | -3.8% |
| 7D | -13.4% | +4.8% | -18.1% | -12.1% |
| 30D | -33.9% | +9.7% | -43.6% | -32.4% |
| 3M | -12.0% | +1.2% | -13.2% | -10.6% |
| 6M | -29.0% | +7.4% | -36.3% | -28.2% |
| YTD | +113.4% | +60.5% | +52.9% | +45.9% |
| 1Y | +33.2% | +50.7% | -17.6% | -6.7% |
| All | +33.2% | +50.8% | -17.7% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling