+577.4%
CF vs PR
+109.1%
+468.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | +6.0% | +2.9% | +3.1% | +5.5% |
| 30D | +14.8% | +18.0% | -3.2% | +11.5% |
| 3M | +14.1% | +16.9% | -2.8% | +10.9% |
| 6M | +28.5% | +28.2% | +0.3% | +23.3% |
| YTD | +74.9% | +69.3% | +5.6% | +59.9% |
| 1Y | +61.7% | +69.5% | -7.8% | +47.4% |
| 3Y | +80.3% | +81.7% | -1.4% | +60.2% |
| 5Y | +226.0% | +422.2% | -196.3% | +139.0% |
| All | +577.4% | +109.1% | +468.4% | +415.9% |
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