+112.0%
CF vs MKTX
-54.9%
+166.9%
-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% | +0.7% | +0.7% |
| 7D | -3.2% | +0.2% | -3.3% | -3.2% |
| 30D | +4.3% | +0.9% | +3.5% | +4.2% |
| 3M | +2.8% | +2.3% | +0.5% | +2.6% |
| 6M | +0.6% | +12.4% | -11.8% | -0.8% |
| YTD | +56.6% | -7.3% | +63.9% | +57.8% |
| 1Y | +49.6% | +1.8% | +47.8% | +49.2% |
| 3Y | +61.5% | -21.2% | +82.7% | +64.4% |
| All | +112.0% | -54.9% | +166.9% | +124.6% |
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