+5,294.5%
CF vs AME
+2,106.4%
+3,188.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.9% | +12.1% | +10.3% |
| 7D | +0.4% | -11.4% | +11.8% | +8.5% |
| 30D | +2.2% | -12.1% | +14.3% | +10.8% |
| 3M | +2.1% | -12.3% | +14.5% | +10.1% |
| 6M | -6.5% | -4.6% | -1.9% | -6.5% |
| YTD | +55.6% | +9.1% | +46.4% | +37.3% |
| 1Y | +42.3% | +13.3% | +29.0% | +21.8% |
| 3Y | +55.7% | +58.2% | -2.4% | -2.0% |
| 5Y | +122.4% | +63.4% | +59.0% | +31.6% |
| 10Y | +568.5% | +436.7% | +131.8% | +47.0% |
| All | +5,294.5% | +2,106.4% | +3,188.1% | +282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling