+112.0%
CF vs MDY
+31.3%
+80.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -3.2% | -1.7% | -1.5% | -2.8% |
| 30D | +4.3% | -0.9% | +5.2% | +4.4% |
| 3M | +2.8% | -5.7% | +8.5% | +4.7% |
| 6M | +0.6% | -2.9% | +3.5% | +1.0% |
| YTD | +56.6% | +9.8% | +46.8% | +47.2% |
| 1Y | +49.6% | +13.5% | +36.1% | +38.2% |
| 3Y | +61.5% | +51.9% | +9.6% | +23.9% |
| All | +112.0% | +31.3% | +80.7% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling