+481.6%
CF vs AMCR
+100.2%
+381.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +6.0% | -1.9% | +7.9% | +6.5% |
| 30D | +14.8% | -4.1% | +18.9% | +16.0% |
| 3M | +14.1% | +21.7% | -7.6% | +7.5% |
| 6M | +28.5% | +1.5% | +27.0% | +26.1% |
| YTD | +74.9% | +13.1% | +61.8% | +65.2% |
| 1Y | +61.7% | +13.0% | +48.7% | +52.4% |
| 3Y | +80.3% | +6.9% | +73.4% | +70.4% |
| 5Y | +226.0% | -10.5% | +236.4% | +223.2% |
| 10Y | +569.9% | +20.9% | +549.0% | +471.4% |
| All | +481.6% | +100.2% | +381.4% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling