+86.3%
CF vs AS
+114.1%
-27.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +0.7% |
| 7D | -0.9% | -2.6% | +1.7% | -0.9% |
| 30D | +18.1% | -22.1% | +40.2% | +18.1% |
| 3M | +23.4% | -15.3% | +38.7% | +23.3% |
| 6M | +17.1% | -15.6% | +32.7% | +16.7% |
| YTD | +76.2% | -23.2% | +99.4% | +76.9% |
| 1Y | +62.3% | -21.7% | +84.0% | +62.0% |
| All | +86.3% | +114.1% | -27.8% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling