+190.2%
CF vs COMP
-56.6%
+246.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.2% | +14.3% | +6.3% |
| 7D | +0.4% | -1.8% | +2.2% | +0.4% |
| 30D | +2.2% | -0.8% | +3.0% | +2.1% |
| 3M | +2.1% | -28.1% | +30.3% | +2.7% |
| 6M | -6.5% | +27.0% | -33.5% | -7.8% |
| YTD | +55.6% | -12.8% | +68.3% | +55.6% |
| 1Y | +42.3% | +4.9% | +37.4% | +40.8% |
| 3Y | +55.7% | +321.0% | -265.3% | +40.4% |
| 5Y | +122.4% | -25.6% | +148.0% | +113.2% |
| All | +190.2% | -56.6% | +246.8% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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