+61.5%
CF vs MTB
+95.2%
-33.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -3.2% | -1.3% | -1.8% | -3.2% |
| 30D | +4.3% | +0.5% | +3.8% | +4.3% |
| 3M | +2.8% | -12.4% | +15.2% | +3.3% |
| 6M | +0.6% | +1.5% | -0.9% | +0.4% |
| YTD | +56.6% | +10.3% | +46.3% | +54.7% |
| 1Y | +49.6% | +22.2% | +27.4% | +46.0% |
| 3Y | +61.5% | +96.9% | -35.5% | +46.6% |
| All | +61.5% | +95.2% | -33.7% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling