+76.6%
CB vs CF
+73.9%
+2.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.7% |
| 7D | +0.5% | +6.0% | -5.5% | +0.1% |
| 30D | -3.1% | +14.8% | -18.0% | -4.0% |
| 3M | +9.0% | +14.1% | -5.1% | +7.9% |
| 6M | +2.9% | +28.5% | -25.7% | +0.3% |
| YTD | +10.1% | +74.9% | -64.8% | +4.1% |
| 1Y | +22.8% | +61.7% | -38.9% | +16.9% |
| All | +76.6% | +73.9% | +2.7% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling