+577.4%
CF vs A
+247.9%
+329.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +6.0% | -1.9% | +7.9% | +6.6% |
| 30D | +14.8% | +6.9% | +7.9% | +12.3% |
| 3M | +14.1% | +9.2% | +4.8% | +10.5% |
| 6M | +28.5% | +25.7% | +2.9% | +17.2% |
| YTD | +74.9% | +11.5% | +63.4% | +66.1% |
| 1Y | +61.7% | +18.4% | +43.3% | +49.0% |
| 3Y | +80.3% | +26.6% | +53.7% | +55.8% |
| 5Y | +226.0% | -12.8% | +238.8% | +228.0% |
| All | +577.4% | +247.9% | +329.5% | +231.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling