+5,331.8%
CF vs MKTX
+1,845.6%
+3,486.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | +2.8% | +2.3% | +0.5% | +2.2% |
| 6M | +0.6% | +12.4% | -11.8% | -3.6% |
| YTD | +56.6% | -7.3% | +63.9% | +57.2% |
| 1Y | +49.6% | +1.8% | +47.8% | +46.6% |
| 3Y | +61.5% | -21.2% | +82.7% | +64.5% |
| 5Y | +124.0% | -54.6% | +178.5% | +152.9% |
| 10Y | +573.2% | +21.5% | +551.7% | +424.9% |
| All | +5,331.8% | +1,845.6% | +3,486.3% | +1,355.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling