+60.4%
CF vs S
+32.3%
+28.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.8% | +15.0% | +6.3% |
| 7D | +0.4% | -16.7% | +17.1% | +0.6% |
| 30D | +2.2% | -17.0% | +19.2% | +2.4% |
| 3M | +2.1% | +2.0% | +0.1% | +1.8% |
| 6M | -6.5% | +35.1% | -41.6% | -7.8% |
| YTD | +55.6% | +42.8% | +12.8% | +52.8% |
| 1Y | +42.3% | +27.7% | +14.6% | +40.7% |
| All | +60.4% | +32.3% | +28.1% | +57.5% |
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