+249.0%
C vs USFR
+28.5%
+220.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -6.0% | +0.4% | -6.4% | -6.2% |
| 3M | -10.5% | +1.1% | -11.6% | -11.0% |
| 6M | -5.7% | +2.1% | -7.8% | -6.6% |
| YTD | +4.1% | +3.4% | +0.7% | +2.5% |
| 1Y | +20.5% | +4.1% | +16.4% | +18.2% |
| 3Y | +208.1% | +14.4% | +193.7% | +189.5% |
| 5Y | +110.4% | +21.3% | +89.1% | +92.3% |
| 10Y | +234.6% | +28.5% | +206.1% | +198.6% |
| All | +249.0% | +28.5% | +220.4% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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