+47.0%
CF vs MULL
+260.4%
-213.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.3% | -12.4% | +0.6% |
| 7D | -0.9% | -27.1% | +26.2% | -1.9% |
| 30D | +6.9% | -54.2% | +61.2% | +3.8% |
| 3M | +4.8% | -42.0% | +46.8% | +3.4% |
| 6M | +4.7% | -43.5% | +48.1% | +8.2% |
| YTD | +56.5% | +199.9% | -143.4% | +78.9% |
| All | +47.0% | +260.4% | -213.5% | +68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling