+61.5%
CF vs IT
-51.0%
+112.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.0% |
| 7D | -3.2% | -16.9% | +13.7% | -1.7% |
| 30D | +4.3% | +2.3% | +2.0% | +3.9% |
| 3M | +2.8% | +2.9% | -0.1% | +2.2% |
| 6M | +0.6% | +25.9% | -25.2% | -2.8% |
| YTD | +56.6% | -24.6% | +81.3% | +61.4% |
| 1Y | +49.6% | -16.0% | +65.7% | +50.9% |
| 3Y | +61.5% | -51.6% | +113.1% | +81.1% |
| All | +61.5% | -51.0% | +112.5% | +81.1% |
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