+44.6%
CF vs Q
+75.8%
-31.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.4% |
| 7D | +4.8% | +4.0% | +0.8% | +5.4% |
| 30D | +9.7% | -2.3% | +12.0% | +9.8% |
| 3M | +1.2% | -7.9% | +9.2% | +0.9% |
| 6M | +7.4% | -16.0% | +23.3% | +7.5% |
| YTD | +60.5% | +51.7% | +8.8% | +63.5% |
| 1Y | +50.7% | +28.3% | +22.4% | +58.7% |
| All | +44.6% | +75.8% | -31.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling