+28.5%
CF vs AME
+0.9%
+27.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -1.9% |
| 7D | +6.0% | +0.6% | +5.4% | +6.7% |
| 30D | +14.8% | -6.7% | +21.5% | +8.5% |
| 3M | +14.1% | +4.1% | +10.0% | +20.5% |
| 6M | +28.5% | +1.6% | +27.0% | +32.6% |
| All | +28.5% | +0.9% | +27.7% | +32.6% |
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