+110.9%
CF vs BR
+18.8%
+92.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +4.8% | +1.1% | +3.7% | +4.5% |
| 30D | +4.7% | +14.4% | -9.7% | +1.7% |
| 3M | +7.4% | +12.4% | -5.0% | +4.6% |
| 6M | +0.6% | +35.4% | -34.9% | -6.2% |
| YTD | +64.1% | -12.2% | +76.3% | +69.5% |
| 1Y | +51.4% | -12.7% | +64.2% | +56.7% |
| 3Y | +67.8% | +14.3% | +53.5% | +56.2% |
| All | +110.9% | +18.8% | +92.1% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling