+577.4%
CF vs CG
+359.8%
+217.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.8% |
| 7D | +6.0% | -4.3% | +10.3% | +7.3% |
| 30D | +14.8% | -5.1% | +19.9% | +16.2% |
| 3M | +14.1% | +8.7% | +5.4% | +10.0% |
| 6M | +28.5% | -9.2% | +37.8% | +29.5% |
| YTD | +74.9% | -18.9% | +93.8% | +81.5% |
| 1Y | +61.7% | -25.6% | +87.3% | +71.8% |
| 3Y | +80.3% | +57.3% | +23.1% | +34.5% |
| 5Y | +226.0% | +10.2% | +215.8% | +165.0% |
| All | +577.4% | +359.8% | +217.7% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling