+50.7%
CF vs MULL
+251.4%
-200.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.4% |
| 7D | +4.8% | -32.2% | +37.0% | +3.3% |
| 30D | +9.7% | -55.4% | +65.1% | +6.3% |
| 3M | +1.2% | -41.3% | +42.5% | -0.1% |
| 6M | +7.4% | -44.9% | +52.3% | +10.8% |
| YTD | +60.5% | +192.4% | -131.9% | +83.2% |
| 1Y | +50.7% | +239.4% | -188.7% | +72.8% |
| All | +50.7% | +251.4% | -200.6% | +72.8% |
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