+577.4%
CF vs MDY
+171.9%
+405.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +14.8% | -1.5% | +16.3% | +16.0% |
| 3M | +14.1% | +0.8% | +13.3% | +12.5% |
| 6M | +28.5% | +7.4% | +21.1% | +17.7% |
| YTD | +74.9% | +15.2% | +59.8% | +50.2% |
| 1Y | +61.7% | +16.5% | +45.1% | +36.9% |
| 3Y | +80.3% | +46.8% | +33.5% | +17.5% |
| 5Y | +226.0% | +46.0% | +179.9% | +106.7% |
| All | +577.4% | +171.9% | +405.5% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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