+220.7%
CF vs MTB
+101.8%
+118.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | +1.7% | +4.3% | +5.6% |
| 30D | +14.8% | -4.2% | +19.0% | +15.9% |
| 3M | +14.1% | +8.9% | +5.2% | +11.7% |
| 6M | +28.5% | +10.9% | +17.7% | +24.9% |
| YTD | +74.9% | +21.5% | +53.5% | +65.7% |
| 1Y | +61.7% | +21.9% | +39.8% | +52.8% |
| 3Y | +80.3% | +109.2% | -28.9% | +39.7% |
| All | +220.7% | +101.8% | +118.9% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling