+5,294.5%
CF vs A
+1,042.4%
+4,252.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +7.6% |
| 7D | +0.4% | -5.2% | +5.6% | +2.7% |
| 30D | +2.2% | +1.4% | +0.8% | +1.0% |
| 3M | +2.1% | +21.9% | -19.8% | -8.4% |
| 6M | -6.5% | +46.7% | -53.2% | -24.8% |
| YTD | +55.6% | +27.2% | +28.4% | +32.1% |
| 1Y | +42.3% | +17.9% | +24.4% | +25.3% |
| 3Y | +55.7% | +61.1% | -5.4% | +9.7% |
| 5Y | +122.4% | +13.8% | +108.6% | +80.3% |
| 10Y | +568.5% | +318.8% | +249.7% | +136.9% |
| All | +5,294.5% | +1,042.4% | +4,252.1% | +986.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling