+109.4%
C vs CF
+125.5%
-16.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.2% | -11.2% | -5.6% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -7.3% | +2.2% | -9.5% | -7.6% |
| 3M | -13.5% | +2.1% | -15.6% | -13.9% |
| 6M | -6.5% | -6.5% | +0.1% | -6.3% |
| YTD | +3.6% | +55.6% | -51.9% | -5.9% |
| 1Y | +18.9% | +42.3% | -23.4% | +9.6% |
| 3Y | +205.0% | +55.7% | +149.2% | +170.2% |
| 5Y | +109.4% | +122.4% | -13.1% | +69.9% |
| All | +109.4% | +125.5% | -16.1% | +69.9% |
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