+220.7%
CF vs CG
+10.1%
+210.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.1% |
| 7D | +6.0% | -4.3% | +10.3% | +6.5% |
| 30D | +14.8% | -5.1% | +19.9% | +15.4% |
| 3M | +14.1% | +8.7% | +5.4% | +12.4% |
| 6M | +28.5% | -9.2% | +37.8% | +29.3% |
| YTD | +74.9% | -18.9% | +93.8% | +78.8% |
| 1Y | +61.7% | -25.6% | +87.3% | +67.3% |
| 3Y | +80.3% | +57.3% | +23.1% | +55.2% |
| All | +220.7% | +10.1% | +210.6% | +182.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling