+62.3%
CF vs AMCR
+11.9%
+50.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.2% |
| 7D | -0.9% | -1.8% | +0.9% | -1.5% |
| 30D | +18.1% | -6.0% | +24.1% | +15.8% |
| 3M | +23.4% | +18.9% | +4.4% | +31.3% |
| 6M | +17.1% | +5.7% | +11.4% | +26.2% |
| YTD | +76.2% | +11.1% | +65.1% | +85.2% |
| 1Y | +62.3% | +12.7% | +49.5% | +71.0% |
| All | +62.3% | +11.9% | +50.4% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling