+481.0%
CF vs A
+312.5%
+168.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | +4.8% | +1.4% | +3.4% | +4.2% |
| 30D | +9.7% | +4.3% | +5.4% | +8.0% |
| 3M | +1.2% | +19.8% | -18.5% | -4.8% |
| 6M | +7.4% | +54.4% | -47.0% | -7.8% |
| YTD | +60.5% | +31.7% | +28.8% | +44.2% |
| 1Y | +50.7% | +22.4% | +28.3% | +38.9% |
| 3Y | +64.8% | +67.7% | -2.9% | +28.3% |
| 5Y | +115.8% | +15.7% | +100.1% | +93.0% |
| 10Y | +481.0% | +308.7% | +172.3% | +172.9% |
| All | +481.0% | +312.5% | +168.6% | +172.9% |
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