+73.0%
CF vs MDY
+48.1%
+24.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +14.8% | -1.5% | +16.3% | +15.1% |
| 3M | +14.1% | +0.8% | +13.3% | +13.8% |
| 6M | +28.5% | +7.4% | +21.1% | +26.2% |
| YTD | +74.9% | +15.2% | +59.8% | +66.8% |
| 1Y | +61.7% | +16.5% | +45.1% | +53.3% |
| All | +73.0% | +48.1% | +24.9% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling