+61.5%
CF vs BR
+13.3%
+48.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -3.2% | +6.5% | -9.6% | -3.7% |
| 30D | +4.3% | +18.9% | -14.6% | +2.6% |
| 3M | +2.8% | +16.3% | -13.5% | +1.3% |
| 6M | +0.6% | +26.2% | -25.6% | -1.7% |
| YTD | +56.6% | -13.1% | +69.7% | +60.4% |
| 1Y | +49.6% | -10.5% | +60.1% | +52.3% |
| 3Y | +61.5% | +13.3% | +48.1% | +58.2% |
| All | +61.5% | +13.3% | +48.2% | +58.2% |
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