+60.4%
CF vs BB
+122.6%
-62.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.6% | +6.1% |
| 7D | +0.4% | -8.9% | +9.3% | +0.3% |
| 30D | +2.2% | -12.6% | +14.8% | +2.1% |
| 3M | +2.1% | -4.1% | +6.2% | +2.2% |
| 6M | -6.5% | +49.5% | -56.0% | -6.6% |
| YTD | +55.6% | +120.8% | -65.3% | +55.3% |
| 1Y | +42.3% | +76.2% | -33.9% | +42.6% |
| All | +60.4% | +122.6% | -62.2% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling