+73.0%
CF vs M
+117.7%
-44.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.2% |
| 7D | +6.0% | +4.7% | +1.3% | +6.0% |
| 30D | +14.8% | -9.6% | +24.5% | +14.8% |
| 3M | +14.1% | +0.9% | +13.2% | +14.0% |
| 6M | +28.5% | +22.3% | +6.3% | +28.4% |
| YTD | +74.9% | +6.5% | +68.4% | +75.7% |
| 1Y | +61.7% | +38.8% | +22.9% | +60.7% |
| All | +73.0% | +117.7% | -44.7% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling