+220.7%
CF vs PL
+82.7%
+138.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -3.2% |
| 7D | +6.0% | -9.3% | +15.3% | +6.4% |
| 30D | +14.8% | -18.9% | +33.8% | +15.6% |
| 3M | +14.1% | -58.4% | +72.4% | +17.5% |
| 6M | +28.5% | -30.3% | +58.8% | +28.6% |
| YTD | +74.9% | -8.1% | +83.1% | +72.3% |
| 1Y | +61.7% | +180.5% | -118.8% | +50.0% |
| 3Y | +80.3% | +444.1% | -363.8% | +56.1% |
| All | +220.7% | +82.7% | +138.1% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling