+115.8%
CF vs IT
-43.9%
+159.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.7% |
| 7D | +4.8% | -7.5% | +12.2% | +5.8% |
| 30D | +9.7% | -1.2% | +10.9% | +9.5% |
| 3M | +1.2% | -2.2% | +3.4% | +0.9% |
| 6M | +7.4% | +19.1% | -11.7% | +2.9% |
| YTD | +60.5% | -25.1% | +85.6% | +66.3% |
| 1Y | +50.7% | -17.4% | +68.1% | +52.6% |
| 3Y | +64.8% | -54.1% | +118.9% | +87.3% |
| 5Y | +115.8% | -42.7% | +158.5% | +135.3% |
| All | +115.8% | -43.9% | +159.7% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling