+0.6%
CF vs AU
-3.0%
+3.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | +1.3% |
| 7D | -3.2% | +16.5% | -19.7% | -1.3% |
| 30D | +4.3% | +3.3% | +1.1% | +5.2% |
| 3M | +2.8% | +6.8% | -4.0% | +6.1% |
| 6M | +0.6% | -3.9% | +4.6% | +2.5% |
| All | +0.6% | -3.0% | +3.6% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling