+105.5%
CB vs CF
+125.5%
-20.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -1.3% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +11.2% | +2.2% | +9.0% | +10.8% |
| 3M | +5.7% | +2.1% | +3.6% | +5.2% |
| 6M | +15.9% | -6.5% | +22.5% | +16.3% |
| YTD | +20.2% | +55.6% | -35.4% | +12.0% |
| 1Y | +32.4% | +42.3% | -9.9% | +24.9% |
| 3Y | +75.5% | +55.7% | +19.8% | +61.2% |
| 5Y | +105.5% | +122.4% | -16.9% | +68.7% |
| All | +105.5% | +125.5% | -20.0% | +68.7% |
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 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