+220.7%
CF vs S
-71.4%
+292.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +6.0% | -7.7% | +13.7% | +6.3% |
| 30D | +14.8% | -5.3% | +20.2% | +15.0% |
| 3M | +14.1% | +20.3% | -6.2% | +12.9% |
| 6M | +28.5% | +47.4% | -18.8% | +25.7% |
| YTD | +74.9% | +32.5% | +42.4% | +71.8% |
| 1Y | +61.7% | +9.5% | +52.2% | +60.2% |
| 3Y | +80.3% | +15.5% | +64.8% | +76.4% |
| All | +220.7% | -71.4% | +292.1% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling