+34.8%
CF vs S
+36.5%
-1.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.3% |
| 7D | -6.9% | -8.2% | +1.3% | -7.3% |
| 30D | -3.7% | -7.6% | +3.9% | -4.0% |
| 3M | -5.0% | +12.0% | -16.9% | -4.0% |
| 6M | -10.5% | +50.6% | -61.0% | -8.3% |
| YTD | +46.5% | +56.6% | -10.1% | +49.7% |
| 1Y | +34.8% | +39.2% | -4.4% | +41.3% |
| All | +34.8% | +36.5% | -1.7% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling