+487.0%
CF vs AME
+465.0%
+22.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -2.4% |
| 7D | -0.9% | -1.5% | +0.6% | -0.5% |
| 30D | +6.9% | -4.2% | +11.1% | +8.5% |
| 3M | +4.8% | -5.9% | +10.8% | +7.0% |
| 6M | +4.7% | +2.8% | +1.8% | +0.5% |
| YTD | +56.5% | +16.6% | +39.9% | +35.7% |
| 1Y | +48.4% | +22.1% | +26.3% | +24.6% |
| 3Y | +59.1% | +64.7% | -5.5% | +3.6% |
| 5Y | +109.5% | +76.6% | +32.9% | +25.3% |
| 10Y | +487.0% | +443.9% | +43.1% | +56.4% |
| All | +487.0% | +465.0% | +22.0% | +56.4% |
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