+67.8%
CF vs BR
+14.9%
+52.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +4.8% | +1.1% | +3.7% | +4.7% |
| 30D | +4.7% | +14.4% | -9.7% | +3.4% |
| 3M | +7.4% | +12.4% | -5.0% | +6.2% |
| 6M | +0.6% | +35.4% | -34.9% | -2.4% |
| YTD | +64.1% | -12.2% | +76.3% | +67.9% |
| 1Y | +51.4% | -12.7% | +64.2% | +55.1% |
| 3Y | +67.8% | +14.3% | +53.5% | +69.3% |
| All | +67.8% | +14.9% | +52.9% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling