+112.0%
CF vs BG
+21.4%
+90.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -3.2% | +2.5% | -5.7% | -4.5% |
| 30D | +4.3% | -6.1% | +10.4% | +7.7% |
| 3M | +2.8% | -8.5% | +11.3% | +7.6% |
| 6M | +0.6% | -20.4% | +21.0% | +12.7% |
| YTD | +56.6% | +13.3% | +43.4% | +47.2% |
| 1Y | +49.6% | +7.3% | +42.4% | +44.4% |
| 3Y | +61.5% | +2.6% | +58.9% | +55.3% |
| All | +112.0% | +21.4% | +90.6% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling