+42.3%
CF vs CP
+34.3%
+8.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.0% |
| 7D | +0.4% | +6.1% | -5.7% | +1.5% |
| 30D | +2.2% | +9.8% | -7.6% | +3.9% |
| 3M | +2.1% | +2.7% | -0.6% | +2.4% |
| 6M | -6.5% | +12.8% | -19.3% | -4.2% |
| YTD | +55.6% | +28.2% | +27.4% | +50.9% |
| 1Y | +42.3% | +34.1% | +8.2% | +34.2% |
| All | +42.3% | +34.3% | +8.0% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling