+563.4%
CF vs AR
+45.5%
+517.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +9.0% | +6.8% |
| 7D | +0.4% | -11.7% | +12.1% | +3.3% |
| 30D | +2.2% | +1.8% | +0.4% | +1.7% |
| 3M | +2.1% | +6.0% | -3.9% | +0.7% |
| 6M | -6.5% | -7.0% | +0.5% | -5.1% |
| YTD | +55.6% | +5.6% | +50.0% | +53.6% |
| 1Y | +42.3% | +10.8% | +31.5% | +38.8% |
| 3Y | +55.7% | +19.3% | +36.4% | +45.0% |
| 5Y | +122.4% | +73.3% | +49.1% | +86.0% |
| All | +563.4% | +45.5% | +517.9% | +501.0% |
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