+1,935.8%
CF vs BR
+1,465.0%
+470.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.6% |
| 7D | -3.2% | +6.5% | -9.6% | -6.4% |
| 30D | +4.3% | +18.9% | -14.6% | -4.9% |
| 3M | +2.8% | +16.3% | -13.5% | -5.5% |
| 6M | +0.6% | +26.2% | -25.6% | -12.2% |
| YTD | +56.6% | -13.1% | +69.7% | +63.8% |
| 1Y | +49.6% | -10.5% | +60.1% | +53.8% |
| 3Y | +61.5% | +13.3% | +48.1% | +41.4% |
| 5Y | +124.0% | +19.9% | +104.1% | +84.1% |
| 10Y | +573.2% | +254.2% | +318.9% | +174.5% |
| All | +1,935.8% | +1,465.0% | +470.8% | +177.9% |
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