+574.3%
CF vs BR
+183.7%
+390.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.7% |
| 7D | -0.9% | -5.9% | +5.0% | +1.4% |
| 30D | +18.1% | +1.9% | +16.2% | +17.1% |
| 3M | +23.4% | +14.7% | +8.7% | +16.2% |
| 6M | +17.1% | -12.8% | +29.9% | +22.5% |
| YTD | +76.2% | -23.0% | +99.3% | +93.5% |
| 1Y | +62.3% | -31.7% | +93.9% | +87.7% |
| 3Y | +71.8% | -4.8% | +76.6% | +66.6% |
| 5Y | +234.6% | +7.8% | +226.7% | +197.5% |
| 10Y | +574.3% | +184.1% | +390.2% | +362.7% |
| All | +574.3% | +183.7% | +390.5% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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