+130.7%
C vs CF
+227.0%
-96.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | +3.6% | +6.0% | -2.4% | +2.9% |
| 30D | +0.1% | +14.8% | -14.8% | -1.6% |
| 3M | +2.4% | +14.1% | -11.6% | +0.6% |
| 6M | +24.9% | +28.5% | -3.6% | +18.5% |
| YTD | +19.8% | +74.9% | -55.1% | +7.2% |
| 1Y | +44.9% | +61.7% | -16.8% | +31.3% |
| 3Y | +263.0% | +80.3% | +182.7% | +214.5% |
| All | +130.7% | +227.0% | -96.3% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling