+112.0%
CF vs PL
+24.5%
+87.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.0% | -4.2% |
| 7D | -6.9% | -11.7% | +4.9% | -6.5% |
| 30D | -3.7% | -27.1% | +23.4% | -2.8% |
| 3M | -5.0% | -44.6% | +39.6% | -3.2% |
| 6M | -10.5% | -67.2% | +56.7% | -7.4% |
| YTD | +46.5% | -35.9% | +82.4% | +45.9% |
| 1Y | +34.8% | -0.4% | +35.2% | +31.0% |
| 3Y | +46.7% | +454.8% | -408.1% | +26.2% |
| 5Y | +112.0% | +24.8% | +87.3% | +90.1% |
| All | +112.0% | +24.5% | +87.5% | +90.1% |
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 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