+34.8%
CF vs BEN
+56.2%
-21.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -2.0% |
| 7D | -6.9% | +6.7% | -13.6% | -3.5% |
| 30D | -3.7% | +3.0% | -6.8% | -1.9% |
| 3M | -5.0% | -4.3% | -0.6% | -6.3% |
| 6M | -10.5% | +16.4% | -26.8% | -2.4% |
| YTD | +46.5% | +46.8% | -0.3% | +77.5% |
| 1Y | +34.8% | +57.3% | -22.5% | +61.2% |
| All | +34.8% | +56.2% | -21.4% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling