+42.3%
CF vs COMP
+11.9%
+30.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.2% | +14.3% | +4.4% |
| 7D | +0.4% | -1.8% | +2.2% | +0.3% |
| 30D | +2.2% | -0.8% | +3.0% | +2.6% |
| 3M | +2.1% | -28.1% | +30.3% | -4.0% |
| 6M | -6.5% | +27.0% | -33.5% | +1.2% |
| YTD | +55.6% | -12.8% | +68.3% | +73.8% |
| 1Y | +42.3% | +4.9% | +37.4% | +53.2% |
| All | +42.3% | +11.9% | +30.4% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling