+110.9%
CF vs BB
-17.6%
+128.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +4.8% | +1.8% | +2.9% | +4.7% |
| 30D | +4.7% | +8.1% | -3.4% | +4.3% |
| 3M | +7.4% | -1.0% | +8.4% | +7.2% |
| 6M | +0.6% | +45.9% | -45.3% | -2.0% |
| YTD | +64.1% | +134.8% | -70.7% | +55.5% |
| 1Y | +51.4% | +104.6% | -53.2% | +44.5% |
| 3Y | +67.8% | +152.8% | -85.0% | +53.8% |
| All | +110.9% | -17.6% | +128.5% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling