+471.5%
CF vs PSLV
+142.8%
+328.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | +4.8% | -6.3% | +11.1% | +5.6% |
| 30D | +4.7% | -12.7% | +17.4% | +6.4% |
| 3M | +7.4% | -24.7% | +32.2% | +11.1% |
| 6M | +0.6% | -44.6% | +45.2% | +8.4% |
| YTD | +64.1% | -33.3% | +97.4% | +64.8% |
| 1Y | +51.4% | -8.6% | +60.0% | +40.7% |
| 3Y | +67.8% | +108.2% | -40.4% | +23.9% |
| 5Y | +114.1% | +79.1% | +35.0% | +61.7% |
| All | +471.5% | +142.8% | +328.7% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling