+173.3%
CF vs COMP
-52.8%
+226.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.1% | -4.5% |
| 7D | -6.9% | +9.5% | -16.4% | -7.1% |
| 30D | -3.7% | +8.1% | -11.8% | -3.9% |
| 3M | -5.0% | -16.3% | +11.4% | -4.7% |
| 6M | -10.5% | +42.2% | -52.7% | -11.9% |
| YTD | +46.5% | -5.0% | +51.5% | +46.4% |
| 1Y | +34.8% | +20.1% | +14.7% | +32.9% |
| 3Y | +46.7% | +358.4% | -311.8% | +32.0% |
| 5Y | +112.0% | -21.9% | +133.9% | +103.5% |
| All | +173.3% | -52.8% | +226.1% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling