-54.1%
C vs CF
+4,965.4%
-5,019.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.0% | +3.1% |
| 7D | +1.1% | -6.9% | +7.9% | +3.3% |
| 30D | -2.4% | -3.7% | +1.3% | -1.5% |
| 3M | -8.4% | -5.0% | -3.4% | -7.6% |
| 6M | +0.3% | -10.5% | +10.8% | +2.1% |
| YTD | +9.1% | +46.5% | -37.4% | -9.8% |
| 1Y | +26.0% | +34.8% | -8.8% | +7.2% |
| 3Y | +221.2% | +46.7% | +174.5% | +155.3% |
| 5Y | +120.4% | +112.0% | +8.4% | +41.8% |
| 10Y | +250.6% | +529.7% | -279.1% | +41.9% |
| All | -54.1% | +4,965.4% | -5,019.6% | -89.4% |
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