+1,050.7%
C vs F
+540.9%
+509.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +0.3% |
| 7D | +1.1% | +6.0% | -5.0% | -1.7% |
| 30D | -2.4% | +4.3% | -6.7% | -4.5% |
| 3M | -8.4% | -10.1% | +1.7% | -4.3% |
| 6M | +0.3% | +12.8% | -12.4% | -8.0% |
| YTD | +9.1% | -0.1% | +9.2% | +5.4% |
| 1Y | +26.0% | +3.7% | +22.4% | +19.5% |
| 3Y | +221.2% | +42.7% | +178.5% | +148.0% |
| 5Y | +120.4% | -11.0% | +131.5% | +99.8% |
| 10Y | +250.6% | +87.0% | +163.6% | +108.5% |
| All | +1,050.7% | +540.9% | +509.8% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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