+220.7%
CF vs AME
+82.5%
+138.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | +6.0% | +0.6% | +5.4% | +5.9% |
| 30D | +14.8% | -6.7% | +21.5% | +16.1% |
| 3M | +14.1% | +4.1% | +10.0% | +12.8% |
| 6M | +28.5% | +1.6% | +27.0% | +27.4% |
| YTD | +74.9% | +16.1% | +58.8% | +65.9% |
| 1Y | +61.7% | +27.3% | +34.4% | +48.4% |
| 3Y | +80.3% | +50.9% | +29.5% | +52.7% |
| All | +220.7% | +82.5% | +138.3% | +152.1% |
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