+580.6%
CF vs MTB
+176.7%
+403.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | +1.7% | +4.3% | +5.2% |
| 30D | +14.8% | -4.2% | +19.0% | +16.8% |
| 3M | +14.1% | +8.9% | +5.2% | +9.5% |
| 6M | +28.5% | +10.9% | +17.7% | +21.3% |
| YTD | +74.9% | +21.5% | +53.5% | +58.1% |
| 1Y | +61.7% | +21.9% | +39.8% | +45.5% |
| 3Y | +80.3% | +109.2% | -28.9% | +18.5% |
| 5Y | +226.0% | +102.0% | +124.0% | +104.2% |
| All | +580.6% | +176.7% | +403.9% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling