+380.3%
CF vs PR
+160.5%
+219.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.1% | -3.2% |
| 7D | -6.9% | -12.1% | +5.2% | -4.7% |
| 30D | -3.7% | +0.9% | -4.6% | -3.9% |
| 3M | -5.0% | +10.1% | -15.1% | -6.6% |
| 6M | -10.5% | +1.1% | -11.6% | -10.6% |
| YTD | +46.5% | +63.7% | -17.1% | +34.9% |
| 1Y | +34.8% | +87.0% | -52.2% | +21.1% |
| 3Y | +46.7% | +70.7% | -24.1% | +32.0% |
| 5Y | +112.0% | +246.8% | -134.8% | +65.7% |
| 10Y | +529.7% | +72.6% | +457.1% | +392.9% |
| All | +380.3% | +160.5% | +219.9% | +319.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling