+481.0%
CF vs AU
+750.1%
-269.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.1% | +2.9% |
| 7D | +4.8% | +15.3% | -10.5% | +3.9% |
| 30D | +9.7% | -0.3% | +10.0% | +9.6% |
| 3M | +1.2% | -2.9% | +4.1% | +1.2% |
| 6M | +7.4% | -10.7% | +18.1% | +7.6% |
| YTD | +60.5% | +14.0% | +46.6% | +56.5% |
| 1Y | +50.7% | +32.5% | +18.2% | +45.0% |
| 3Y | +64.8% | +557.9% | -493.1% | +36.3% |
| 5Y | +115.8% | +441.0% | -325.2% | +77.7% |
| 10Y | +481.0% | +816.9% | -335.9% | +367.1% |
| All | +481.0% | +750.1% | -269.0% | +367.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling