+122.4%
CF vs PR
+225.6%
-103.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.9% | +11.0% | +7.9% |
| 7D | +0.4% | -16.5% | +16.9% | +6.8% |
| 30D | +2.2% | -4.5% | +6.7% | +3.6% |
| 3M | +2.1% | +8.5% | -6.4% | -0.9% |
| 6M | -6.5% | -3.3% | -3.2% | -5.8% |
| YTD | +55.6% | +55.7% | -0.2% | +35.0% |
| 1Y | +42.3% | +82.0% | -39.7% | +17.1% |
| 3Y | +55.7% | +62.5% | -6.7% | +28.8% |
| 5Y | +122.4% | +223.9% | -101.5% | +35.1% |
| All | +122.4% | +225.6% | -103.2% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling