+417.6%
CF vs ACI
+32.1%
+385.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +10.4% | -5.3% | +15.7% | +10.9% |
| 30D | +7.6% | +5.0% | +2.5% | +6.9% |
| 3M | +5.2% | +7.5% | -2.4% | +4.1% |
| 6M | -0.1% | -16.0% | +15.9% | +1.3% |
| YTD | +61.7% | -20.6% | +82.3% | +64.7% |
| 1Y | +50.3% | -23.5% | +73.9% | +53.7% |
| 3Y | +66.0% | -32.1% | +98.1% | +71.4% |
| 5Y | +114.5% | -42.5% | +157.0% | +121.8% |
| All | +417.6% | +32.1% | +385.4% | +465.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling