+470.7%
CF vs AMCR
+18.6%
+452.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +5.4% | -4.5% | +9.8% | +6.9% |
| 30D | +6.5% | +4.9% | +1.7% | +4.3% |
| 3M | +4.6% | -4.6% | +9.2% | +5.7% |
| 6M | -3.3% | +15.2% | -18.5% | -9.6% |
| YTD | +63.9% | +9.7% | +54.1% | +52.3% |
| 1Y | +50.4% | +10.5% | +40.0% | +39.3% |
| 3Y | +68.2% | +13.8% | +54.4% | +49.3% |
| 5Y | +113.8% | -9.1% | +123.0% | +107.2% |
| All | +470.7% | +18.6% | +452.0% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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