+5,967.0%
CF vs M
+19.7%
+5,947.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.9% |
| 7D | +6.0% | +4.7% | +1.3% | +4.8% |
| 30D | +14.8% | -9.6% | +24.5% | +17.5% |
| 3M | +14.1% | +0.9% | +13.2% | +12.8% |
| 6M | +28.5% | +22.3% | +6.3% | +19.9% |
| YTD | +74.9% | +6.5% | +68.4% | +68.0% |
| 1Y | +61.7% | +38.8% | +22.9% | +44.3% |
| 3Y | +80.3% | +115.9% | -35.6% | +31.0% |
| 5Y | +226.0% | +28.6% | +197.3% | +148.4% |
| 10Y | +569.9% | -2.5% | +572.4% | +344.8% |
| All | +5,967.0% | +19.7% | +5,947.2% | +2,855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling