+397.9%
CF vs ACI
+34.5%
+363.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.6% | +9.8% | +6.6% |
| 7D | +0.4% | +3.5% | -3.1% | -0.1% |
| 30D | +2.2% | +16.8% | -14.6% | +0.4% |
| 3M | +2.1% | +13.1% | -11.0% | +0.6% |
| 6M | -6.5% | -15.6% | +9.1% | -5.3% |
| YTD | +55.6% | -19.2% | +74.8% | +58.2% |
| 1Y | +42.3% | -20.7% | +63.0% | +45.0% |
| 3Y | +55.7% | -33.4% | +89.1% | +61.1% |
| 5Y | +122.4% | -41.7% | +164.1% | +129.5% |
| All | +397.9% | +34.5% | +363.5% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling