+569.3%
CF vs BG
+148.2%
+421.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.6% |
| 7D | +6.0% | +2.8% | +3.2% | +4.5% |
| 30D | +14.8% | +12.0% | +2.8% | +7.8% |
| 3M | +14.1% | -7.7% | +21.8% | +18.6% |
| 6M | +28.5% | +4.5% | +24.0% | +25.1% |
| YTD | +74.9% | +35.7% | +39.3% | +47.8% |
| 1Y | +61.7% | +50.1% | +11.6% | +27.7% |
| 3Y | +80.3% | +12.6% | +67.7% | +62.8% |
| 5Y | +226.0% | +75.4% | +150.5% | +124.6% |
| All | +569.3% | +148.2% | +421.1% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling