+60.4%
CF vs PR
+61.1%
-0.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.9% | +11.0% | +8.0% |
| 7D | +0.4% | -16.5% | +16.9% | +7.5% |
| 30D | +2.2% | -4.5% | +6.7% | +3.7% |
| 3M | +2.1% | +8.5% | -6.4% | -1.2% |
| 6M | -6.5% | -3.3% | -3.2% | -5.8% |
| YTD | +55.6% | +55.7% | -0.2% | +35.9% |
| 1Y | +42.3% | +82.0% | -39.7% | +18.5% |
| All | +60.4% | +61.1% | -0.8% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling