+5,967.0%
CF vs MKTX
+1,819.6%
+4,147.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +14.8% | +1.1% | +13.8% | +14.5% |
| 3M | +14.1% | +36.1% | -22.0% | +4.3% |
| 6M | +28.5% | -12.9% | +41.4% | +31.2% |
| YTD | +74.9% | -8.5% | +83.5% | +76.2% |
| 1Y | +61.7% | -7.5% | +69.2% | +61.9% |
| 3Y | +80.3% | -28.3% | +108.7% | +87.4% |
| 5Y | +226.0% | -63.3% | +289.3% | +288.9% |
| 10Y | +569.9% | +4.5% | +565.3% | +445.4% |
| All | +5,967.0% | +1,819.6% | +4,147.4% | +1,531.1% |
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