+568.0%
CF vs AR
+44.3%
+523.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -3.2% | -14.3% | +11.1% | +0.2% |
| 30D | +4.3% | +1.4% | +2.9% | +3.9% |
| 3M | +2.8% | +3.4% | -0.6% | +1.9% |
| 6M | +0.6% | -2.1% | +2.7% | +0.9% |
| YTD | +56.6% | +4.7% | +51.9% | +55.0% |
| 1Y | +49.6% | +10.6% | +39.0% | +46.0% |
| 3Y | +61.5% | +24.6% | +36.9% | +49.0% |
| 5Y | +124.0% | +71.9% | +52.1% | +87.6% |
| All | +568.0% | +44.3% | +523.6% | +506.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling