+2,309.2%
CF vs CAPR
-99.1%
+2,408.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.3% | -12.6% | -4.5% |
| 7D | -6.9% | +43.2% | -50.0% | -7.3% |
| 30D | -3.7% | +14.7% | -18.4% | -4.0% |
| 3M | -5.0% | +113.9% | -118.9% | -6.3% |
| 6M | -10.5% | -73.4% | +62.9% | -9.8% |
| YTD | +46.5% | -69.1% | +115.6% | +47.0% |
| 1Y | +34.8% | +47.2% | -12.4% | +28.3% |
| 3Y | +46.7% | +210.8% | -164.1% | +34.5% |
| 5Y | +112.0% | +134.1% | -22.1% | +93.3% |
| 10Y | +529.7% | -67.3% | +597.0% | +450.5% |
| All | +2,309.2% | -99.1% | +2,408.4% | +1,994.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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