+122.4%
CF vs AR
+75.2%
+47.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +9.0% | +7.0% |
| 7D | +0.4% | -11.7% | +12.1% | +4.3% |
| 30D | +2.2% | +1.8% | +0.4% | +1.5% |
| 3M | +2.1% | +6.0% | -3.9% | +0.2% |
| 6M | -6.5% | -7.0% | +0.5% | -4.7% |
| YTD | +55.6% | +5.6% | +50.0% | +53.0% |
| 1Y | +42.3% | +10.8% | +31.5% | +37.6% |
| 3Y | +55.7% | +19.3% | +36.4% | +41.4% |
| 5Y | +122.4% | +73.3% | +49.1% | +63.8% |
| All | +122.4% | +75.2% | +47.3% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling