+577.4%
CF vs CP
+220.9%
+356.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.4% |
| 7D | +6.0% | -2.7% | +8.7% | +7.4% |
| 30D | +14.8% | +0.2% | +14.7% | +14.3% |
| 3M | +14.1% | +2.6% | +11.5% | +11.8% |
| 6M | +28.5% | +6.0% | +22.6% | +21.8% |
| YTD | +74.9% | +24.9% | +50.0% | +50.0% |
| 1Y | +61.7% | +20.1% | +41.6% | +41.6% |
| 3Y | +80.3% | +16.4% | +63.9% | +54.6% |
| 5Y | +226.0% | +31.7% | +194.2% | +147.3% |
| All | +577.4% | +220.9% | +356.5% | +156.1% |
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