+911.5%
BE vs CF
+272.9%
+638.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.2% | +10.6% | +8.8% |
| 7D | +20.0% | +6.0% | +14.0% | +16.6% |
| 30D | +7.9% | +14.8% | -6.9% | +0.7% |
| 3M | -13.2% | +14.1% | -27.3% | -20.0% |
| 6M | +53.5% | +28.5% | +24.9% | +26.7% |
| YTD | +191.0% | +74.9% | +116.1% | +104.4% |
| 1Y | +360.5% | +61.7% | +298.8% | +232.0% |
| 3Y | +1,568.0% | +80.3% | +1,487.7% | +990.1% |
| 5Y | +1,055.2% | +226.0% | +829.2% | +349.5% |
| All | +911.5% | +272.9% | +638.6% | +178.6% |
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 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