+5,467.0%
CF vs MKTX
+1,848.8%
+3,618.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.8% | +0.1% | +4.6% | +4.7% |
| 30D | +9.7% | +0.8% | +8.9% | +9.5% |
| 3M | +1.2% | +2.6% | -1.3% | +0.6% |
| 6M | +7.4% | +13.6% | -6.2% | +2.6% |
| YTD | +60.5% | -7.1% | +67.7% | +61.1% |
| 1Y | +50.7% | -0.1% | +50.8% | +48.4% |
| 3Y | +64.8% | -22.3% | +87.1% | +68.5% |
| 5Y | +115.8% | -54.5% | +170.3% | +143.7% |
| 10Y | +481.0% | +14.3% | +466.8% | +361.1% |
| All | +5,467.0% | +1,848.8% | +3,618.2% | +1,391.2% |
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