+66.5%
CF vs MKTX
-11.2%
+77.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +14.3% | +1.0% | +13.3% | +14.2% |
| 3M | +27.9% | +40.8% | -12.9% | +23.1% |
| 6M | +25.5% | -10.9% | +36.4% | +32.0% |
| YTD | +81.2% | -8.6% | +89.8% | +89.1% |
| 1Y | +66.5% | -11.6% | +78.1% | +79.7% |
| All | +66.5% | -11.2% | +77.7% | +79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling