+60.4%
CF vs IT
-48.9%
+109.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.4% | +10.6% | +6.5% |
| 7D | +0.4% | -12.0% | +12.4% | +1.5% |
| 30D | +2.2% | +7.1% | -4.9% | +1.4% |
| 3M | +2.1% | +6.3% | -4.1% | +1.2% |
| 6M | -6.5% | +32.5% | -39.0% | -10.1% |
| YTD | +55.6% | -21.5% | +77.0% | +59.7% |
| 1Y | +42.3% | -16.5% | +58.8% | +44.3% |
| All | +60.4% | -48.9% | +109.3% | +79.2% |
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 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