+568.0%
CF vs M
-4.2%
+572.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.5% |
| 7D | -3.2% | -4.3% | +1.1% | -2.7% |
| 30D | +4.3% | +1.3% | +3.1% | +3.7% |
| 3M | +2.8% | -7.4% | +10.2% | +3.5% |
| 6M | +0.6% | +18.3% | -17.7% | -3.9% |
| YTD | +56.6% | +7.6% | +49.1% | +51.0% |
| 1Y | +49.6% | +17.4% | +32.2% | +41.5% |
| 3Y | +61.5% | +108.4% | -46.9% | +26.7% |
| 5Y | +124.0% | -10.6% | +134.6% | +100.7% |
| All | +568.0% | -4.2% | +572.1% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling