+1,163.5%
C vs F
+639.5%
+524.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | +3.6% | +5.3% | -1.7% | +1.1% |
| 30D | +0.1% | +4.6% | -4.5% | -2.2% |
| 3M | +2.4% | -3.7% | +6.1% | +3.6% |
| 6M | +24.9% | +16.8% | +8.1% | +13.2% |
| YTD | +19.8% | +15.3% | +4.5% | +8.7% |
| 1Y | +44.9% | +31.0% | +13.9% | +22.4% |
| 3Y | +263.0% | +45.4% | +217.5% | +177.9% |
| 5Y | +129.5% | +54.7% | +74.9% | +58.1% |
| 10Y | +291.6% | +98.2% | +193.4% | +127.5% |
| All | +1,163.5% | +639.5% | +524.0% | +212.2% |
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