+73.0%
CF vs AME
+50.7%
+22.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.2% |
| 7D | +6.0% | +0.6% | +5.4% | +6.0% |
| 30D | +14.8% | -6.7% | +21.5% | +15.0% |
| 3M | +14.1% | +4.1% | +10.0% | +13.8% |
| 6M | +28.5% | +1.6% | +27.0% | +29.0% |
| YTD | +74.9% | +16.1% | +58.8% | +69.6% |
| 1Y | +61.7% | +27.3% | +34.4% | +52.8% |
| All | +73.0% | +50.7% | +22.3% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling