+55.2%
CF vs MULL
+1,230.7%
-1,175.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | 0.0% |
| 7D | +4.8% | +24.5% | -19.8% | +5.4% |
| 30D | +4.7% | -35.5% | +40.2% | +4.2% |
| 3M | +7.4% | -44.8% | +52.2% | +6.7% |
| 6M | +0.6% | -45.5% | +46.1% | +1.2% |
| YTD | +64.1% | +232.5% | -168.4% | +64.4% |
| 1Y | +51.4% | +343.3% | -291.8% | +50.2% |
| All | +55.2% | +1,230.7% | -1,175.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling