+51.4%
CF vs AR
+11.3%
+40.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +4.8% | +7.4% | -2.6% | +1.1% |
| 30D | +4.7% | +5.8% | -1.0% | +1.7% |
| 3M | +7.4% | +5.2% | +2.2% | +4.4% |
| 6M | +0.6% | +5.4% | -4.8% | -2.7% |
| YTD | +64.1% | +12.4% | +51.7% | +61.2% |
| 1Y | +51.4% | +12.8% | +38.6% | +48.3% |
| All | +51.4% | +11.3% | +40.1% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling