+471.5%
CF vs IT
+90.0%
+381.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +4.8% | +1.1% | +3.7% | +4.5% |
| 30D | +4.7% | -1.8% | +6.6% | +4.5% |
| 3M | +7.4% | +4.8% | +2.6% | +4.4% |
| 6M | +0.6% | +33.0% | -32.4% | -10.9% |
| YTD | +64.1% | -23.8% | +87.9% | +70.8% |
| 1Y | +51.4% | -16.5% | +67.9% | +52.3% |
| 3Y | +67.8% | -53.6% | +121.4% | +101.3% |
| 5Y | +114.1% | -42.1% | +156.3% | +126.0% |
| All | +471.5% | +90.0% | +381.5% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling