+619.9%
CF vs PSLV
+194.1%
+425.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.5% |
| 7D | -0.8% | +3.3% | -4.2% | -1.3% |
| 30D | +14.3% | +2.1% | +12.1% | +13.9% |
| 3M | +27.9% | +7.1% | +20.7% | +26.2% |
| 6M | +25.5% | -21.6% | +47.1% | +28.9% |
| YTD | +81.2% | -6.7% | +87.9% | +74.6% |
| 1Y | +66.5% | +59.3% | +7.2% | +40.5% |
| 3Y | +76.7% | +182.1% | -105.4% | +26.8% |
| 5Y | +237.8% | +162.6% | +75.2% | +142.7% |
| 10Y | +619.9% | +203.0% | +416.8% | +330.7% |
| All | +619.9% | +194.1% | +425.7% | +330.7% |
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