+64.8%
CF vs MOH
-41.7%
+106.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.5% |
| 7D | +4.8% | -0.7% | +5.5% | +4.7% |
| 30D | +9.7% | +4.8% | +4.9% | +9.0% |
| 3M | +1.2% | +3.8% | -2.5% | +0.6% |
| 6M | +7.4% | +11.0% | -3.6% | +5.9% |
| YTD | +60.5% | +18.9% | +41.6% | +56.3% |
| 1Y | +50.7% | +46.5% | +4.3% | +44.3% |
| 3Y | +64.8% | -42.4% | +107.2% | +64.0% |
| All | +64.8% | -41.7% | +106.5% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 3y: compounded portfolio wealth divided by compounded MOH 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…
3y analysis · Full analysis span regression · 6 months rolling