+5,294.5%
CF vs BB
-63.8%
+5,358.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.6% | +6.9% |
| 7D | +0.4% | -8.9% | +9.3% | +1.7% |
| 30D | +2.2% | -12.6% | +14.8% | +3.8% |
| 3M | +2.1% | -4.1% | +6.2% | +1.3% |
| 6M | -6.5% | +49.5% | -56.0% | -16.6% |
| YTD | +55.6% | +120.8% | -65.3% | +27.9% |
| 1Y | +42.3% | +76.2% | -33.9% | +21.7% |
| 3Y | +55.7% | +123.8% | -68.1% | +18.1% |
| 5Y | +122.4% | -24.3% | +146.7% | +99.6% |
| 10Y | +568.5% | +20.1% | +548.5% | +308.8% |
| All | +5,294.5% | -63.8% | +5,358.3% | +4,894.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling