+568.0%
CF vs A
+319.7%
+248.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -3.2% | -0.1% | -3.1% | -3.3% |
| 30D | +4.3% | +3.4% | +1.0% | +3.0% |
| 3M | +2.8% | +23.8% | -21.0% | -4.4% |
| 6M | +0.6% | +49.0% | -48.4% | -12.7% |
| YTD | +56.6% | +29.4% | +27.2% | +41.4% |
| 1Y | +49.6% | +19.4% | +30.2% | +39.0% |
| 3Y | +61.5% | +66.2% | -4.7% | +25.7% |
| 5Y | +124.0% | +15.8% | +108.2% | +99.3% |
| All | +568.0% | +319.7% | +248.2% | +208.8% |
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