+220.7%
CF vs AU
+668.7%
-447.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.1% |
| 7D | +6.0% | -3.6% | +9.6% | +6.2% |
| 30D | +14.8% | +23.9% | -9.0% | +13.4% |
| 3M | +14.1% | +19.1% | -5.0% | +12.7% |
| 6M | +28.5% | -0.2% | +28.7% | +28.2% |
| YTD | +74.9% | +32.5% | +42.5% | +67.7% |
| 1Y | +61.7% | +96.9% | -35.3% | +46.3% |
| 3Y | +80.3% | +614.7% | -534.4% | +31.4% |
| All | +220.7% | +668.7% | -447.9% | +139.0% |
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 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