+34.8%
CF vs BB
+88.0%
-53.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.0% | -11.4% | -3.8% |
| 7D | -6.9% | -6.8% | -0.1% | -7.2% |
| 30D | -3.7% | -3.5% | -0.2% | -3.7% |
| 3M | -5.0% | -1.2% | -3.7% | -4.5% |
| 6M | -10.5% | +57.0% | -67.5% | -6.1% |
| YTD | +46.5% | +131.1% | -84.6% | +62.4% |
| 1Y | +34.8% | +87.6% | -52.8% | +54.0% |
| All | +34.8% | +88.0% | -53.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling