+5,967.0%
CF vs BB
-66.7%
+6,033.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | -5.6% | +11.6% | +7.0% |
| 30D | +14.8% | -11.8% | +26.6% | +17.0% |
| 3M | +14.1% | -25.5% | +39.6% | +18.2% |
| 6M | +28.5% | +121.3% | -92.7% | +6.9% |
| YTD | +74.9% | +103.2% | -28.2% | +47.6% |
| 1Y | +61.7% | +102.6% | -40.9% | +35.4% |
| 3Y | +80.3% | +37.5% | +42.8% | +51.0% |
| 5Y | +226.0% | -30.4% | +256.4% | +198.7% |
| 10Y | +569.9% | 0.0% | +569.9% | +331.2% |
| All | +5,967.0% | -66.7% | +6,033.6% | +5,667.1% |
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