+159.0%
CF vs S
-48.9%
+207.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.3% |
| 7D | -0.9% | +1.6% | -2.4% | -1.0% |
| 30D | +6.9% | -10.5% | +17.4% | +7.2% |
| 3M | +4.8% | +9.9% | -5.1% | +4.3% |
| 6M | +4.7% | +41.8% | -37.1% | +3.0% |
| YTD | +56.5% | +56.8% | -0.3% | +53.0% |
| 1Y | +48.4% | +39.0% | +9.4% | +45.9% |
| 3Y | +59.1% | +53.8% | +5.3% | +54.6% |
| 5Y | +109.5% | -68.6% | +178.1% | +112.7% |
| All | +159.0% | -48.9% | +207.9% | +173.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling