+34.8%
CF vs AU
+42.5%
-7.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.0% | -12.4% | -3.3% |
| 7D | -6.9% | +0.8% | -7.6% | -6.6% |
| 30D | -3.7% | -7.0% | +3.2% | -4.3% |
| 3M | -5.0% | +8.5% | -13.5% | -2.4% |
| 6M | -10.5% | -1.3% | -9.2% | -8.5% |
| YTD | +46.5% | +6.8% | +39.8% | +45.3% |
| 1Y | +34.8% | +44.6% | -9.8% | +27.1% |
| All | +34.8% | +42.5% | -7.7% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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