+590.1%
CF vs MKTX
+5.1%
+585.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | +15.3% | +0.8% | +14.5% | +15.2% |
| 3M | +24.3% | +41.1% | -16.8% | +18.8% |
| 6M | +23.9% | -9.5% | +33.5% | +25.0% |
| YTD | +77.3% | -8.7% | +85.9% | +78.5% |
| 1Y | +58.7% | -10.0% | +68.7% | +59.9% |
| 3Y | +72.8% | -24.6% | +97.4% | +75.9% |
| 5Y | +228.8% | -60.3% | +289.1% | +254.8% |
| All | +590.1% | +5.1% | +585.0% | +486.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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