+471.5%
CF vs AMCR
+18.6%
+452.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.8% | -2.4% | +7.2% | +5.6% |
| 30D | +4.7% | +3.6% | +1.1% | +2.9% |
| 3M | +7.4% | -4.2% | +11.6% | +8.4% |
| 6M | +0.6% | +15.5% | -14.9% | -6.1% |
| YTD | +64.1% | +9.7% | +54.4% | +52.5% |
| 1Y | +51.4% | +8.3% | +43.1% | +41.5% |
| 3Y | +67.8% | +15.4% | +52.4% | +48.0% |
| 5Y | +114.1% | -9.1% | +123.2% | +107.5% |
| All | +471.5% | +18.6% | +452.8% | +338.9% |
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