+234.6%
CF vs MKTX
-61.3%
+295.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +18.1% | +1.0% | +17.1% | +18.0% |
| 3M | +23.4% | +41.3% | -17.9% | +18.7% |
| 6M | +17.1% | -11.3% | +28.4% | +18.5% |
| YTD | +76.2% | -8.6% | +84.8% | +77.7% |
| 1Y | +62.3% | -11.1% | +73.3% | +64.0% |
| 3Y | +71.8% | -24.5% | +96.3% | +75.2% |
| 5Y | +234.6% | -61.4% | +296.0% | +246.6% |
| All | +234.6% | -61.3% | +295.8% | +246.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling