+329.3%
CF vs CG
+283.8%
+45.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.5% | +12.7% | +8.1% |
| 7D | +0.4% | -1.5% | +1.9% | +0.5% |
| 30D | +2.2% | +2.8% | -0.6% | +0.8% |
| 3M | +2.1% | -19.2% | +21.4% | +7.8% |
| 6M | -6.5% | -21.0% | +14.4% | -1.6% |
| YTD | +55.6% | -31.0% | +86.5% | +68.2% |
| 1Y | +42.3% | -21.1% | +63.4% | +46.6% |
| 3Y | +55.7% | +48.8% | +7.0% | +18.2% |
| 5Y | +122.4% | -21.5% | +144.0% | +106.2% |
| 10Y | +568.5% | +298.1% | +270.4% | +203.2% |
| All | +329.3% | +283.8% | +45.5% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling