+73.0%
CF vs CP
+17.1%
+55.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | +6.0% | -2.7% | +8.7% | +6.3% |
| 30D | +14.8% | +0.2% | +14.7% | +14.7% |
| 3M | +14.1% | +2.6% | +11.5% | +13.6% |
| 6M | +28.5% | +6.0% | +22.6% | +27.6% |
| YTD | +74.9% | +24.9% | +50.0% | +66.2% |
| 1Y | +61.7% | +20.1% | +41.6% | +54.9% |
| All | +73.0% | +17.1% | +55.9% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling