+281.2%
CF vs AR
-30.9%
+312.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.3% | +1.9% | -3.0% |
| 7D | -6.9% | -11.1% | +4.2% | -4.3% |
| 30D | -3.7% | +7.9% | -11.6% | -5.4% |
| 3M | -5.0% | +4.9% | -9.8% | -6.0% |
| 6M | -10.5% | -5.3% | -5.2% | -9.4% |
| YTD | +46.5% | +8.6% | +37.9% | +43.8% |
| 1Y | +34.8% | +13.7% | +21.2% | +30.7% |
| 3Y | +46.7% | +22.8% | +23.9% | +35.7% |
| 5Y | +112.0% | +82.0% | +30.0% | +75.0% |
| 10Y | +529.7% | +51.8% | +477.9% | +385.6% |
| All | +281.2% | -30.9% | +312.1% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling