+112.0%
CF vs ACI
-43.3%
+155.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.2% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | +4.3% | +10.3% | -6.0% | +2.6% |
| 3M | +2.8% | +7.2% | -4.4% | +1.5% |
| 6M | +0.6% | -18.0% | +18.6% | +2.9% |
| YTD | +56.6% | -22.0% | +78.6% | +61.2% |
| 1Y | +49.6% | -23.4% | +73.0% | +54.4% |
| 3Y | +61.5% | -35.8% | +97.3% | +71.0% |
| All | +112.0% | -43.3% | +155.3% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling