+563.4%
CF vs PR
+62.9%
+500.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.9% | +11.0% | +7.1% |
| 7D | +0.4% | -16.5% | +16.9% | +3.7% |
| 30D | +2.2% | -4.5% | +6.7% | +3.0% |
| 3M | +2.1% | +8.5% | -6.4% | +0.6% |
| 6M | -6.5% | -3.3% | -3.2% | -6.0% |
| YTD | +55.6% | +55.7% | -0.2% | +44.2% |
| 1Y | +42.3% | +82.0% | -39.7% | +28.2% |
| 3Y | +55.7% | +62.5% | -6.7% | +41.1% |
| 5Y | +122.4% | +223.9% | -101.5% | +75.0% |
| All | +563.4% | +62.9% | +500.5% | +423.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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