+5,967.0%
CF vs BEN
+151.1%
+5,815.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.8% | -5.0% |
| 7D | +6.0% | +0.2% | +5.8% | +5.6% |
| 30D | +14.8% | -0.5% | +15.4% | +14.8% |
| 3M | +14.1% | +9.7% | +4.3% | +7.7% |
| 6M | +28.5% | +33.9% | -5.4% | +7.3% |
| YTD | +74.9% | +49.0% | +26.0% | +37.5% |
| 1Y | +61.7% | +42.1% | +19.6% | +29.4% |
| 3Y | +80.3% | +51.9% | +28.5% | +31.7% |
| 5Y | +226.0% | +39.0% | +186.9% | +131.1% |
| 10Y | +569.9% | +57.9% | +512.0% | +305.9% |
| All | +5,967.0% | +151.1% | +5,815.9% | +2,127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling