+473.5%
CF vs PR
+169.5%
+304.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 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% | +60.1% |
| 1Y | +61.7% | +69.5% | -7.8% | +47.5% |
| 3Y | +80.3% | +81.7% | -1.4% | +60.4% |
| 5Y | +226.0% | +422.2% | -196.3% | +140.1% |
| 10Y | +569.9% | +110.4% | +459.5% | +447.7% |
| All | +473.5% | +169.5% | +304.0% | +398.2% |
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