+61.7%
CF vs A
+21.7%
+40.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.1% |
| 7D | +6.0% | -1.9% | +7.9% | +5.6% |
| 30D | +14.8% | +6.9% | +7.9% | +16.8% |
| 3M | +14.1% | +9.2% | +4.8% | +16.7% |
| 6M | +28.5% | +25.7% | +2.9% | +39.2% |
| YTD | +74.9% | +11.5% | +63.4% | +86.5% |
| 1Y | +61.7% | +18.4% | +43.3% | +80.1% |
| All | +61.7% | +21.7% | +40.0% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling