+568.0%
CF vs CP
+253.8%
+314.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.6% |
| 7D | -3.2% | +2.8% | -5.9% | -4.8% |
| 30D | +4.3% | +10.2% | -5.9% | -1.2% |
| 3M | +2.8% | +2.4% | +0.5% | +0.9% |
| 6M | +0.6% | +7.7% | -7.1% | -4.5% |
| YTD | +56.6% | +26.0% | +30.6% | +33.3% |
| 1Y | +49.6% | +34.6% | +15.0% | +22.2% |
| 3Y | +61.5% | +26.7% | +34.8% | +30.8% |
| 5Y | +124.0% | +24.9% | +99.1% | +77.4% |
| All | +568.0% | +253.8% | +314.2% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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