+34.8%
CF vs PL
-0.6%
+35.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.0% | -4.4% |
| 7D | -6.9% | -11.7% | +4.9% | -6.9% |
| 30D | -3.7% | -27.1% | +23.4% | -3.7% |
| 3M | -5.0% | -44.6% | +39.6% | -4.8% |
| 6M | -10.5% | -67.2% | +56.7% | -9.5% |
| YTD | +46.5% | -35.9% | +82.4% | +41.0% |
| 1Y | +34.8% | -0.4% | +35.2% | +22.5% |
| All | +34.8% | -0.6% | +35.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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