+174.9%
CF vs PL
+16.0%
+158.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -10.1% | +16.3% | +6.5% |
| 7D | +0.4% | -20.5% | +21.0% | +1.1% |
| 30D | +2.2% | -38.8% | +41.0% | +3.8% |
| 3M | +2.1% | -49.1% | +51.2% | +4.3% |
| 6M | -6.5% | -69.4% | +62.8% | -3.2% |
| YTD | +55.6% | -42.3% | +97.9% | +55.3% |
| 1Y | +42.3% | -14.2% | +56.5% | +38.9% |
| 3Y | +55.7% | +398.7% | -342.9% | +34.4% |
| 5Y | +122.4% | +11.1% | +111.3% | +95.4% |
| All | +174.9% | +16.0% | +158.9% | +141.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling