+234.6%
CF vs PSLV
+153.7%
+80.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | -0.9% | +2.7% | -3.6% | -1.1% |
| 30D | +18.1% | +3.5% | +14.6% | +17.7% |
| 3M | +23.4% | +0.3% | +23.1% | +23.2% |
| 6M | +17.1% | -21.0% | +38.1% | +19.2% |
| YTD | +76.2% | -8.9% | +85.2% | +70.9% |
| 1Y | +62.3% | +54.0% | +8.3% | +40.5% |
| 3Y | +71.8% | +175.4% | -103.6% | +27.2% |
| 5Y | +234.6% | +157.7% | +76.9% | +152.6% |
| All | +234.6% | +153.7% | +80.8% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling