+18.9%
C vs CF
+42.3%
-23.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.2% | -11.2% | -4.1% |
| 7D | -5.3% | +0.4% | -5.7% | -5.0% |
| 30D | -7.3% | +2.2% | -9.5% | -6.8% |
| 3M | -13.5% | +2.1% | -15.6% | -12.7% |
| 6M | -6.5% | -6.5% | +0.1% | -6.7% |
| YTD | +3.6% | +55.6% | -51.9% | +0.6% |
| 1Y | +18.9% | +42.3% | -23.4% | +18.1% |
| All | +18.9% | +42.3% | -23.4% | +18.1% |
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 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