+110.9%
CF vs A
+11.8%
+99.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +4.8% | -0.5% | +5.2% | +4.8% |
| 30D | +4.7% | 0.0% | +4.7% | +4.6% |
| 3M | +7.4% | +16.7% | -9.3% | +5.2% |
| 6M | +0.6% | +54.8% | -54.2% | -5.2% |
| YTD | +64.1% | +28.8% | +35.3% | +59.0% |
| 1Y | +51.4% | +19.3% | +32.1% | +48.9% |
| 3Y | +67.8% | +65.5% | +2.3% | +50.5% |
| All | +110.9% | +11.8% | +99.1% | +105.7% |
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