+220.7%
CF vs PR
+433.6%
-212.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.7% |
| 7D | +6.0% | +2.9% | +3.1% | +5.0% |
| 30D | +14.8% | +18.0% | -3.2% | +8.5% |
| 3M | +14.1% | +16.9% | -2.8% | +8.0% |
| 6M | +28.5% | +28.2% | +0.3% | +18.6% |
| YTD | +74.9% | +69.3% | +5.6% | +47.7% |
| 1Y | +61.7% | +69.5% | -7.8% | +35.7% |
| 3Y | +80.3% | +81.7% | -1.4% | +43.3% |
| All | +220.7% | +433.6% | -212.9% | +61.9% |
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 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