+2,173.8%
CF vs BR
+1,321.0%
+852.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.1% | -1.5% |
| 7D | +6.0% | -5.3% | +11.3% | +9.0% |
| 30D | +14.8% | +6.4% | +8.4% | +11.1% |
| 3M | +14.1% | +13.6% | +0.4% | +5.9% |
| 6M | +28.5% | -6.7% | +35.2% | +31.1% |
| YTD | +74.9% | -21.1% | +96.0% | +93.4% |
| 1Y | +61.7% | -29.6% | +91.2% | +89.9% |
| 3Y | +80.3% | -2.4% | +82.7% | +71.9% |
| 5Y | +226.0% | +11.2% | +214.7% | +178.2% |
| 10Y | +569.9% | +191.8% | +378.1% | +206.2% |
| All | +2,173.8% | +1,321.0% | +852.8% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling