+685.4%
CF vs PSLV
+117.0%
+568.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -3.0% |
| 7D | +6.0% | -0.6% | +6.7% | +6.1% |
| 30D | +14.8% | +7.3% | +7.6% | +13.4% |
| 3M | +14.1% | -7.4% | +21.5% | +15.1% |
| 6M | +28.5% | -20.3% | +48.8% | +31.8% |
| YTD | +74.9% | -8.2% | +83.2% | +69.4% |
| 1Y | +61.7% | +57.9% | +3.8% | +37.0% |
| 3Y | +80.3% | +162.1% | -81.8% | +33.4% |
| 5Y | +226.0% | +151.2% | +74.8% | +140.4% |
| 10Y | +569.9% | +191.7% | +378.2% | +357.8% |
| All | +685.4% | +117.0% | +568.4% | +391.1% |
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