+119.0%
CF vs GTLB
-49.0%
+168.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | -3.2% | -11.1% | +7.9% | -2.9% |
| 30D | +4.3% | -7.5% | +11.8% | +4.5% |
| 3M | +2.8% | +34.8% | -32.0% | +1.7% |
| 6M | +0.6% | +98.0% | -97.4% | -2.0% |
| YTD | +56.6% | +28.1% | +28.5% | +54.7% |
| 1Y | +49.6% | +5.6% | +44.1% | +48.9% |
| 3Y | +61.5% | +15.9% | +45.6% | +57.5% |
| 5Y | +124.0% | -61.1% | +185.0% | +123.2% |
| All | +119.0% | -49.0% | +168.0% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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