+112.0%
CF vs PTC
+55.9%
+56.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.2% | -0.2% | -2.9% | -3.1% |
| 30D | +4.3% | +0.8% | +3.6% | +4.2% |
| 3M | +2.8% | +32.1% | -29.3% | -1.6% |
| 6M | +0.6% | +42.6% | -42.0% | -5.3% |
| YTD | +56.6% | +12.0% | +44.7% | +54.3% |
| 1Y | +49.6% | +12.2% | +37.5% | +47.4% |
| 3Y | +61.5% | +31.2% | +30.3% | +53.0% |
| All | +112.0% | +55.9% | +56.1% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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