+574.3%
CF vs AU
+643.7%
-69.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.8% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | +18.1% | +12.8% | +5.3% | +17.2% |
| 3M | +23.4% | +28.5% | -5.1% | +21.4% |
| 6M | +17.1% | +4.8% | +12.3% | +16.0% |
| YTD | +76.2% | +31.0% | +45.3% | +70.7% |
| 1Y | +62.3% | +81.4% | -19.2% | +52.4% |
| 3Y | +71.8% | +618.4% | -546.6% | +41.4% |
| 5Y | +234.6% | +686.3% | -451.8% | +170.3% |
| 10Y | +574.3% | +664.5% | -90.3% | +458.0% |
| All | +574.3% | +643.7% | -69.5% | +458.0% |
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