+110.9%
CF vs AU
+381.3%
-270.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +4.8% | -7.2% | +12.0% | +5.1% |
| 30D | +4.7% | -2.9% | +7.6% | +4.7% |
| 3M | +7.4% | -8.7% | +16.1% | +7.8% |
| 6M | +0.6% | -14.1% | +14.7% | +1.1% |
| YTD | +64.1% | +4.8% | +59.3% | +59.0% |
| 1Y | +51.4% | +11.9% | +39.5% | +45.2% |
| 3Y | +67.8% | +513.8% | -446.0% | +21.4% |
| All | +110.9% | +381.3% | -270.4% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling