+5,294.5%
CF vs MTB
+279.4%
+5,015.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.3% | +7.1% |
| 7D | +0.4% | -1.9% | +2.3% | +1.1% |
| 30D | +2.2% | +0.5% | +1.7% | +1.8% |
| 3M | +2.1% | -12.2% | +14.3% | +7.4% |
| 6M | -6.5% | +3.4% | -9.9% | -8.7% |
| YTD | +55.6% | +11.3% | +44.2% | +45.9% |
| 1Y | +42.3% | +23.3% | +19.0% | +27.6% |
| 3Y | +55.7% | +96.8% | -41.0% | +8.6% |
| 5Y | +122.4% | +65.8% | +56.6% | +60.4% |
| 10Y | +568.5% | +140.0% | +428.5% | +292.1% |
| All | +5,294.5% | +279.4% | +5,015.2% | +2,323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling