+603.2%
CF vs PSLV
+68.4%
+534.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.2% | +5.1% | -8.3% | -4.1% |
| 30D | +4.3% | -13.3% | +17.7% | +6.6% |
| 3M | +2.8% | -16.5% | +19.3% | +5.5% |
| 6M | +0.6% | -32.8% | +33.4% | +6.6% |
| YTD | +56.6% | -28.8% | +85.4% | +57.8% |
| 1Y | +49.6% | +5.8% | +43.8% | +37.0% |
| 3Y | +61.5% | +114.8% | -53.3% | +22.7% |
| 5Y | +124.0% | +99.5% | +24.4% | +71.0% |
| 10Y | +573.2% | +138.2% | +435.0% | +373.5% |
| All | +603.2% | +68.4% | +534.8% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling