+470.7%
CF vs BG
+107.5%
+363.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.4% | +1.5% | +3.9% | +4.4% |
| 30D | +6.5% | -7.0% | +13.6% | +10.8% |
| 3M | +4.6% | -10.0% | +14.6% | +10.5% |
| 6M | -3.3% | -19.8% | +16.5% | +8.4% |
| YTD | +63.9% | +14.3% | +49.6% | +51.6% |
| 1Y | +50.4% | +6.5% | +44.0% | +44.6% |
| 3Y | +68.2% | +4.4% | +63.9% | +57.6% |
| 5Y | +113.8% | +20.2% | +93.6% | +80.8% |
| All | +470.7% | +107.5% | +363.2% | +212.9% |
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