+220.7%
CF vs COMP
-31.2%
+251.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.2% |
| 7D | +6.0% | +1.4% | +4.6% | +6.0% |
| 30D | +14.8% | -13.3% | +28.2% | +15.1% |
| 3M | +14.1% | +41.1% | -27.1% | +12.8% |
| 6M | +28.5% | +17.2% | +11.4% | +27.7% |
| YTD | +74.9% | +5.2% | +69.7% | +74.6% |
| 1Y | +61.7% | +18.9% | +42.8% | +60.0% |
| 3Y | +80.3% | +215.9% | -135.6% | +66.5% |
| All | +220.7% | -31.2% | +251.9% | +230.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling