+34.8%
CF vs GDDY
-11.8%
+46.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -4.2% |
| 7D | -6.9% | +11.1% | -17.9% | -6.4% |
| 30D | -3.7% | +18.6% | -22.4% | -2.7% |
| 3M | -5.0% | +32.8% | -37.8% | -2.7% |
| 6M | -10.5% | +34.0% | -44.5% | -7.8% |
| YTD | +46.5% | -4.6% | +51.2% | +46.8% |
| 1Y | +34.8% | -12.5% | +47.3% | +43.7% |
| All | +34.8% | -11.8% | +46.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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