+28.5%
CF vs MTB
+10.5%
+18.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.3% |
| 7D | +6.0% | +1.7% | +4.3% | +7.3% |
| 30D | +14.8% | -4.2% | +19.0% | +11.6% |
| 3M | +14.1% | +8.9% | +5.2% | +24.4% |
| 6M | +28.5% | +10.9% | +17.7% | +44.5% |
| All | +28.5% | +10.5% | +18.1% | +44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling