+471.5%
CF vs AME
+437.3%
+34.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +10.4% | +1.1% | +9.3% | +9.2% |
| 30D | +7.6% | -4.1% | +11.6% | +9.1% |
| 3M | +5.2% | -6.3% | +11.5% | +7.7% |
| 6M | -0.1% | +3.5% | -3.6% | -4.4% |
| YTD | +61.7% | +17.3% | +44.4% | +39.7% |
| 1Y | +50.3% | +22.0% | +28.3% | +26.3% |
| 3Y | +66.0% | +62.0% | +4.0% | +9.5% |
| 5Y | +114.5% | +78.5% | +36.0% | +27.4% |
| 10Y | +471.5% | +441.6% | +29.9% | +51.6% |
| All | +471.5% | +437.3% | +34.2% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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