+5,294.5%
CF vs IT
+1,786.4%
+3,508.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.4% | +10.6% | +7.9% |
| 7D | +0.4% | -12.0% | +12.4% | +4.9% |
| 30D | +2.2% | +7.1% | -4.9% | -1.6% |
| 3M | +2.1% | +6.3% | -4.1% | -2.6% |
| 6M | -6.5% | +32.5% | -39.0% | -21.2% |
| YTD | +55.6% | -21.5% | +77.0% | +58.8% |
| 1Y | +42.3% | -16.5% | +58.8% | +41.1% |
| 3Y | +55.7% | -48.8% | +104.5% | +81.5% |
| 5Y | +122.4% | -40.2% | +162.7% | +130.6% |
| 10Y | +568.5% | +112.1% | +456.5% | +240.5% |
| All | +5,294.5% | +1,786.4% | +3,508.2% | +1,004.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling