+51.4%
CF vs PSLV
-10.8%
+62.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | 0.0% |
| 7D | +4.8% | -6.3% | +11.1% | +4.5% |
| 30D | +4.7% | -12.7% | +17.4% | +4.3% |
| 3M | +7.4% | -24.7% | +32.2% | +6.8% |
| 6M | +0.6% | -44.6% | +45.2% | -0.7% |
| YTD | +64.1% | -33.3% | +97.4% | +63.5% |
| 1Y | +51.4% | -8.6% | +60.0% | +48.6% |
| All | +51.4% | -10.8% | +62.3% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling