+487.0%
CF vs BB
+33.0%
+453.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.6% |
| 7D | -0.9% | +15.0% | -15.8% | -2.3% |
| 30D | +6.9% | +3.5% | +3.5% | +6.1% |
| 3M | +4.8% | +2.7% | +2.2% | +3.8% |
| 6M | +4.7% | +44.7% | -40.1% | -1.5% |
| YTD | +56.5% | +143.3% | -86.8% | +38.0% |
| 1Y | +48.4% | +102.2% | -53.8% | +33.5% |
| 3Y | +59.1% | +156.1% | -97.0% | +33.0% |
| 5Y | +109.5% | -17.6% | +127.1% | +99.0% |
| 10Y | +487.0% | +29.0% | +458.0% | +285.5% |
| All | +487.0% | +33.0% | +453.9% | +285.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling