+568.0%
CF vs IT
+100.5%
+467.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.8% |
| 7D | -3.2% | -16.9% | +13.7% | +1.5% |
| 30D | +4.3% | +2.3% | +2.0% | +2.9% |
| 3M | +2.8% | +2.9% | -0.1% | +0.4% |
| 6M | +0.6% | +25.9% | -25.2% | -9.6% |
| YTD | +56.6% | -24.6% | +81.3% | +63.6% |
| 1Y | +49.6% | -16.0% | +65.7% | +50.0% |
| 3Y | +61.5% | -51.6% | +113.1% | +90.1% |
| 5Y | +124.0% | -42.6% | +166.6% | +136.9% |
| All | +568.0% | +100.5% | +467.4% | +250.0% |
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