+101.0%
CB vs CF
+227.0%
-126.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.6% |
| 7D | +0.5% | +6.0% | -5.5% | -0.2% |
| 30D | -3.1% | +14.8% | -18.0% | -4.6% |
| 3M | +9.0% | +14.1% | -5.1% | +7.2% |
| 6M | +2.9% | +28.5% | -25.7% | -1.0% |
| YTD | +10.1% | +74.9% | -64.8% | +1.6% |
| 1Y | +22.8% | +61.7% | -38.9% | +14.4% |
| 3Y | +73.8% | +80.3% | -6.5% | +57.2% |
| All | +101.0% | +227.0% | -126.0% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling