+114.6%
CF vs PSKY
-78.6%
+193.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +0.6% |
| 7D | +8.3% | -24.6% | +32.9% | +6.6% |
| 30D | -7.9% | -36.1% | +28.2% | -10.4% |
| 3M | +45.0% | -53.4% | +98.4% | +41.1% |
| 6M | +45.0% | -53.4% | +98.4% | +41.1% |
| YTD | +45.0% | -53.4% | +98.4% | +41.1% |
| 1Y | +48.6% | -58.4% | +106.9% | +46.1% |
| 3Y | +53.5% | -40.7% | +94.2% | +40.6% |
| All | +114.6% | -78.6% | +193.2% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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