+50.7%
CF vs BB
+98.3%
-47.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.5% |
| 7D | +4.8% | +11.6% | -6.8% | +5.9% |
| 30D | +9.7% | +2.6% | +7.1% | +10.3% |
| 3M | +1.2% | +3.5% | -2.3% | +2.3% |
| 6M | +7.4% | +43.5% | -36.1% | +12.5% |
| YTD | +60.5% | +141.2% | -80.6% | +81.1% |
| 1Y | +50.7% | +97.4% | -46.7% | +71.8% |
| All | +50.7% | +98.3% | -47.5% | +71.8% |
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