+42.3%
CF vs AS
0.0%
+42.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.4% | +5.2% |
| 7D | +0.4% | +7.1% | -6.7% | +3.4% |
| 30D | +2.2% | +12.8% | -10.6% | +7.6% |
| 3M | +2.1% | -14.7% | +16.8% | -2.7% |
| 6M | -6.5% | -9.9% | +3.4% | -8.0% |
| YTD | +55.6% | -16.1% | +71.7% | +56.7% |
| 1Y | +42.3% | +0.2% | +42.1% | +41.3% |
| All | +42.3% | 0.0% | +42.3% | +41.3% |
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