+112.0%
CF vs CP
+24.4%
+87.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -3.2% | +2.8% | -5.9% | -4.0% |
| 30D | +4.3% | +10.2% | -5.9% | +1.4% |
| 3M | +2.8% | +2.4% | +0.5% | +1.8% |
| 6M | +0.6% | +7.7% | -7.1% | -2.2% |
| YTD | +56.6% | +26.0% | +30.6% | +42.5% |
| 1Y | +49.6% | +34.6% | +15.0% | +32.6% |
| 3Y | +61.5% | +26.7% | +34.8% | +41.8% |
| All | +112.0% | +24.4% | +87.6% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling