+114.5%
CF vs BEN
+32.3%
+82.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +10.4% | +7.2% | +3.2% | +9.9% |
| 30D | +7.6% | +14.1% | -6.6% | +6.6% |
| 3M | +5.2% | +9.9% | -4.8% | +4.5% |
| 6M | -0.1% | +17.4% | -17.5% | -1.5% |
| YTD | +61.7% | +57.3% | +4.4% | +53.1% |
| 1Y | +50.3% | +66.9% | -16.6% | +40.8% |
| 3Y | +66.0% | +85.7% | -19.7% | +50.3% |
| 5Y | +114.5% | +31.2% | +83.3% | +113.0% |
| All | +114.5% | +32.3% | +82.2% | +113.0% |
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