-5.1%
CF vs AAOX
-93.0%
+87.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | +1.0% |
| 7D | -3.2% | -52.9% | +49.7% | -4.3% |
| 30D | +4.3% | -86.9% | +91.3% | +1.4% |
| 3M | +2.8% | -89.6% | +92.5% | +0.2% |
| 6M | +0.6% | -97.3% | +97.9% | -2.1% |
| All | -5.1% | -93.0% | +87.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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