+122.4%
CF vs AME
+62.5%
+59.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.9% | +12.1% | +6.9% |
| 7D | +0.4% | -11.4% | +11.8% | +1.9% |
| 30D | +2.2% | -12.1% | +14.3% | +3.8% |
| 3M | +2.1% | -12.3% | +14.5% | +3.8% |
| 6M | -6.5% | -4.6% | -1.9% | -6.7% |
| YTD | +55.6% | +9.1% | +46.4% | +48.3% |
| 1Y | +42.3% | +13.3% | +29.0% | +33.9% |
| 3Y | +55.7% | +58.2% | -2.4% | +26.7% |
| 5Y | +122.4% | +63.4% | +59.0% | +70.0% |
| All | +122.4% | +62.5% | +59.9% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling