+1,144.6%
CB vs CF
+5,277.9%
-4,133.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -1.9% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | +11.2% | +2.2% | +9.0% | +10.5% |
| 3M | +5.7% | +2.1% | +3.6% | +4.8% |
| 6M | +15.9% | -6.5% | +22.5% | +16.5% |
| YTD | +20.2% | +55.6% | -35.4% | +7.0% |
| 1Y | +32.4% | +42.3% | -9.9% | +20.0% |
| 3Y | +75.5% | +55.7% | +19.8% | +52.9% |
| 5Y | +105.5% | +122.4% | -16.9% | +59.2% |
| 10Y | +258.5% | +568.5% | -310.0% | +105.7% |
| All | +1,144.6% | +5,277.9% | -4,133.4% | +308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling