+61.5%
CF vs BB
+132.4%
-71.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +0.8% |
| 7D | -3.2% | +3.8% | -7.0% | -3.1% |
| 30D | +4.3% | -0.3% | +4.7% | +4.4% |
| 3M | +2.8% | -0.5% | +3.3% | +3.0% |
| 6M | +0.6% | +45.9% | -45.3% | +0.7% |
| YTD | +56.6% | +130.6% | -74.0% | +56.5% |
| 1Y | +49.6% | +89.2% | -39.6% | +50.0% |
| 3Y | +61.5% | +137.5% | -76.0% | +56.2% |
| All | +61.5% | +132.4% | -71.0% | +56.2% |
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