+61.5%
CF vs S
+34.5%
+27.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | -3.2% | -13.4% | +10.3% | -3.0% |
| 30D | +4.3% | -14.0% | +18.3% | +4.5% |
| 3M | +2.8% | +4.9% | -2.1% | +2.5% |
| 6M | +0.6% | +42.0% | -41.4% | -0.9% |
| YTD | +56.6% | +45.1% | +11.5% | +53.8% |
| 1Y | +49.6% | +33.1% | +16.5% | +47.7% |
| 3Y | +61.5% | +40.6% | +20.9% | +58.6% |
| All | +61.5% | +34.5% | +27.0% | +58.6% |
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 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