+112.0%
CF vs M
-11.5%
+123.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.0% |
| 7D | -3.2% | -4.3% | +1.1% | -3.0% |
| 30D | +4.3% | +1.3% | +3.1% | +4.0% |
| 3M | +2.8% | -7.4% | +10.2% | +3.1% |
| 6M | +0.6% | +18.3% | -17.7% | -1.5% |
| YTD | +56.6% | +7.6% | +49.1% | +54.5% |
| 1Y | +49.6% | +17.4% | +32.2% | +46.0% |
| 3Y | +61.5% | +108.4% | -46.9% | +40.6% |
| All | +112.0% | -11.5% | +123.5% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling