+50.7%
CF vs MTB
+22.1%
+28.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.3% |
| 7D | +4.8% | -0.7% | +5.4% | +4.6% |
| 30D | +9.7% | +1.4% | +8.3% | +10.1% |
| 3M | +1.2% | -11.6% | +12.8% | -1.7% |
| 6M | +7.4% | +5.4% | +2.0% | +9.9% |
| YTD | +60.5% | +11.7% | +48.8% | +59.2% |
| 1Y | +50.7% | +20.5% | +30.2% | +42.1% |
| All | +50.7% | +22.1% | +28.6% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling