+1,040.5%
CB vs CF
+5,948.3%
-4,907.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.2% |
| 7D | +0.5% | +6.0% | -5.5% | -0.8% |
| 30D | -3.1% | +14.8% | -18.0% | -6.0% |
| 3M | +9.0% | +14.1% | -5.1% | +5.6% |
| 6M | +2.9% | +28.5% | -25.7% | -4.0% |
| YTD | +10.1% | +74.9% | -64.8% | -4.1% |
| 1Y | +22.8% | +61.7% | -38.9% | +8.6% |
| 3Y | +73.8% | +80.3% | -6.5% | +46.9% |
| 5Y | +99.2% | +226.0% | -126.8% | +41.7% |
| 10Y | +218.2% | +569.9% | -351.6% | +82.4% |
| All | +1,040.5% | +5,948.3% | -4,907.8% | +266.0% |
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 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