+61.5%
CF vs A
+64.2%
-2.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +4.3% | +3.4% | +1.0% | +4.2% |
| 3M | +2.8% | +23.8% | -21.0% | +2.1% |
| 6M | +0.6% | +49.0% | -48.4% | -0.8% |
| YTD | +56.6% | +29.4% | +27.2% | +57.3% |
| 1Y | +49.6% | +19.4% | +30.2% | +52.2% |
| 3Y | +61.5% | +66.2% | -4.7% | +55.3% |
| All | +61.5% | +64.2% | -2.7% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling