-6.5%
CF vs MULL
-32.9%
+26.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -34.2% | +40.4% | +4.5% |
| 7D | +0.4% | -53.1% | +53.5% | -2.5% |
| 30D | +2.2% | -64.1% | +66.3% | -1.6% |
| 3M | +2.1% | -54.6% | +56.7% | -0.5% |
| 6M | -6.5% | -38.7% | +32.1% | -1.1% |
| All | -6.5% | -32.9% | +26.3% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling