+563.4%
CF vs CP
+259.9%
+303.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | +0.4% | +6.1% | -5.7% | -2.9% |
| 30D | +2.2% | +9.8% | -7.6% | -3.0% |
| 3M | +2.1% | +2.7% | -0.6% | 0.0% |
| 6M | -6.5% | +12.8% | -19.3% | -13.7% |
| YTD | +55.6% | +28.2% | +27.4% | +31.2% |
| 1Y | +42.3% | +34.1% | +8.2% | +16.7% |
| 3Y | +55.7% | +28.9% | +26.9% | +25.0% |
| 5Y | +122.4% | +27.1% | +95.4% | +74.6% |
| All | +563.4% | +259.9% | +303.5% | +138.2% |
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