+42.3%
CF vs PL
-11.4%
+53.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -10.1% | +16.3% | +6.1% |
| 7D | +0.4% | -20.5% | +21.0% | +0.3% |
| 30D | +2.2% | -38.8% | +41.0% | +2.2% |
| 3M | +2.1% | -49.1% | +51.2% | +2.2% |
| 6M | -6.5% | -69.4% | +62.8% | -5.7% |
| YTD | +55.6% | -42.3% | +97.9% | +49.7% |
| 1Y | +42.3% | -14.2% | +56.5% | +30.1% |
| All | +42.3% | -11.4% | +53.7% | +30.1% |
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