+6,174.9%
CF vs PSKY
-42.2%
+6,217.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.8% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +14.8% | +24.0% | -9.1% | +7.8% |
| 3M | +14.1% | +2.2% | +11.9% | +12.6% |
| 6M | +28.5% | -9.0% | +37.5% | +29.5% |
| YTD | +74.9% | -18.1% | +93.1% | +79.7% |
| 1Y | +61.7% | -25.1% | +86.8% | +67.1% |
| 3Y | +80.3% | -16.3% | +96.7% | +61.6% |
| 5Y | +226.0% | -70.4% | +296.3% | +278.8% |
| 10Y | +569.9% | -74.2% | +644.0% | +579.5% |
| All | +6,174.9% | -42.2% | +6,217.1% | +4,648.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling