+67.8%
CF vs IT
-53.3%
+121.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +4.8% | +1.1% | +3.7% | +4.7% |
| 30D | +4.7% | -1.8% | +6.6% | +4.7% |
| 3M | +7.4% | +4.8% | +2.6% | +6.5% |
| 6M | +0.6% | +33.0% | -32.4% | -3.3% |
| YTD | +64.1% | -23.8% | +87.9% | +69.0% |
| 1Y | +51.4% | -16.5% | +67.9% | +53.1% |
| 3Y | +67.8% | -53.6% | +121.4% | +86.9% |
| All | +67.8% | -53.3% | +121.1% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling