+51.9%
CF vs MULL
+1,070.1%
-1,018.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.5% |
| 7D | +4.8% | -32.2% | +37.0% | +4.1% |
| 30D | +9.7% | -55.4% | +65.1% | +8.3% |
| 3M | +1.2% | -41.3% | +42.5% | +0.6% |
| 6M | +7.4% | -44.9% | +52.3% | +7.8% |
| YTD | +60.5% | +192.4% | -131.9% | +60.2% |
| 1Y | +50.7% | +239.4% | -188.7% | +49.6% |
| All | +51.9% | +1,070.1% | -1,018.2% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling