+4,981.1%
CF vs CP
+1,459.3%
+3,521.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -6.5% |
| 7D | -6.9% | +5.6% | -12.4% | -10.0% |
| 30D | -3.7% | +10.0% | -13.8% | -9.2% |
| 3M | -5.0% | +4.4% | -9.4% | -8.0% |
| 6M | -10.5% | +14.1% | -24.5% | -18.4% |
| YTD | +46.5% | +29.1% | +17.5% | +21.9% |
| 1Y | +34.8% | +34.6% | +0.3% | +9.2% |
| 3Y | +46.7% | +29.8% | +16.9% | +16.7% |
| 5Y | +112.0% | +28.7% | +83.3% | +65.1% |
| 10Y | +529.7% | +267.3% | +262.4% | +146.5% |
| All | +4,981.1% | +1,459.3% | +3,521.7% | +594.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling