+105.9%
C vs CF
+120.6%
-14.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | -6.0% | +4.3% | -10.3% | -6.5% |
| 3M | -10.5% | +2.8% | -13.4% | -11.0% |
| 6M | -5.7% | +0.6% | -6.3% | -6.3% |
| YTD | +4.1% | +56.6% | -52.5% | -5.5% |
| 1Y | +20.5% | +49.6% | -29.1% | +10.2% |
| 3Y | +208.1% | +61.5% | +146.6% | +171.5% |
| All | +105.9% | +120.6% | -14.6% | +73.0% |
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