+61.5%
CF vs BG
+1.9%
+59.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -3.2% | +2.5% | -5.7% | -4.3% |
| 30D | +4.3% | -6.1% | +10.4% | +7.1% |
| 3M | +2.8% | -8.5% | +11.3% | +6.9% |
| 6M | +0.6% | -20.4% | +21.0% | +10.7% |
| YTD | +56.6% | +13.3% | +43.4% | +52.2% |
| 1Y | +49.6% | +7.3% | +42.4% | +48.1% |
| 3Y | +61.5% | +2.6% | +58.9% | +52.3% |
| All | +61.5% | +1.9% | +59.6% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling