+62.3%
CF vs BG
+50.6%
+11.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | -1.3% |
| 7D | -0.9% | +2.4% | -3.3% | -2.0% |
| 30D | +18.1% | +15.0% | +3.0% | +10.4% |
| 3M | +23.4% | -0.7% | +24.0% | +23.5% |
| 6M | +17.1% | +7.5% | +9.6% | +14.5% |
| YTD | +76.2% | +41.6% | +34.6% | +62.4% |
| 1Y | +62.3% | +50.7% | +11.6% | +51.9% |
| All | +62.3% | +50.6% | +11.6% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling