+122.4%
CF vs A
+13.7%
+108.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.5% |
| 7D | +0.4% | -5.2% | +5.6% | +0.9% |
| 30D | +2.2% | +1.4% | +0.8% | +1.9% |
| 3M | +2.1% | +21.9% | -19.8% | -0.6% |
| 6M | -6.5% | +46.7% | -53.2% | -11.4% |
| YTD | +55.6% | +27.2% | +28.4% | +50.8% |
| 1Y | +42.3% | +17.9% | +24.4% | +40.0% |
| 3Y | +55.7% | +61.1% | -5.4% | +40.0% |
| 5Y | +122.4% | +13.8% | +108.6% | +119.0% |
| All | +122.4% | +13.7% | +108.7% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling