+73.0%
CF vs S
+16.9%
+56.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +6.0% | -7.7% | +13.7% | +6.2% |
| 30D | +14.8% | -5.3% | +20.2% | +14.9% |
| 3M | +14.1% | +20.3% | -6.2% | +13.0% |
| 6M | +28.5% | +47.4% | -18.8% | +25.8% |
| YTD | +74.9% | +32.5% | +42.4% | +72.0% |
| 1Y | +61.7% | +9.5% | +52.2% | +60.8% |
| All | +73.0% | +16.9% | +56.1% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling