+34.8%
CF vs AS
+3.3%
+31.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.1% | -9.5% | -2.3% |
| 7D | -6.9% | +13.8% | -20.6% | -1.8% |
| 30D | -3.7% | +16.7% | -20.4% | +2.7% |
| 3M | -5.0% | -11.5% | +6.6% | -8.1% |
| 6M | -10.5% | -5.5% | -5.0% | -10.2% |
| YTD | +46.5% | -14.2% | +60.7% | +48.9% |
| 1Y | +34.8% | +2.1% | +32.8% | +34.6% |
| All | +34.8% | +3.3% | +31.5% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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