+61.7%
CF vs S
+10.1%
+51.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +6.0% | -7.7% | +13.7% | +5.6% |
| 30D | +14.8% | -5.3% | +20.2% | +14.6% |
| 3M | +14.1% | +20.3% | -6.2% | +14.7% |
| 6M | +28.5% | +47.4% | -18.8% | +29.8% |
| YTD | +74.9% | +32.5% | +42.4% | +76.3% |
| 1Y | +61.7% | +9.5% | +52.2% | +65.6% |
| All | +61.7% | +10.1% | +51.6% | +65.6% |
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