+42.3%
CF vs M
+28.8%
+13.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.9% | +12.0% | +4.9% |
| 7D | +0.4% | -2.1% | +2.6% | +0.2% |
| 30D | +2.2% | +7.7% | -5.5% | +3.8% |
| 3M | +2.1% | -4.4% | +6.5% | +1.9% |
| 6M | -6.5% | +27.5% | -34.0% | -1.3% |
| YTD | +55.6% | +12.8% | +42.8% | +69.7% |
| 1Y | +42.3% | +20.7% | +21.6% | +51.8% |
| All | +42.3% | +28.8% | +13.5% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling