+112.0%
CF vs BEN
+19.4%
+92.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.4% |
| 7D | -3.2% | +6.6% | -9.8% | -3.6% |
| 30D | +4.3% | +3.8% | +0.5% | +4.0% |
| 3M | +2.8% | +0.2% | +2.6% | +2.7% |
| 6M | +0.6% | +10.4% | -9.8% | -0.6% |
| YTD | +56.6% | +46.2% | +10.5% | +48.9% |
| 1Y | +49.6% | +52.3% | -2.6% | +41.1% |
| 3Y | +61.5% | +65.9% | -4.4% | +47.8% |
| All | +112.0% | +19.4% | +92.6% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling