-6.5%
CF vs AME
-4.0%
-2.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.9% | +12.1% | +3.4% |
| 7D | +0.4% | -11.4% | +11.8% | -4.5% |
| 30D | +2.2% | -12.1% | +14.3% | -3.1% |
| 3M | +2.1% | -12.3% | +14.5% | -2.7% |
| 6M | -6.5% | -4.6% | -1.9% | -7.2% |
| All | -6.5% | -4.0% | -2.5% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling