+420.7%
CF vs AMCR
+105.2%
+315.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | -3.2% | -5.3% | +2.1% | -2.1% |
| 30D | +4.3% | +8.7% | -4.4% | +1.7% |
| 3M | +2.8% | -3.3% | +6.1% | +3.2% |
| 6M | +0.6% | +15.1% | -14.5% | -4.3% |
| YTD | +56.6% | +12.4% | +44.2% | +47.6% |
| 1Y | +49.6% | +15.8% | +33.8% | +39.5% |
| 3Y | +61.5% | +16.7% | +44.7% | +47.7% |
| 5Y | +124.0% | -5.1% | +129.0% | +117.1% |
| 10Y | +573.2% | +21.5% | +551.6% | +466.9% |
| All | +420.7% | +105.2% | +315.6% | +353.6% |
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