+236.1%
CF vs SNY
+9.5%
+226.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | -0.8% | -3.6% | +2.8% | -0.7% |
| 30D | +14.3% | -1.4% | +15.7% | +14.3% |
| 3M | +27.9% | -4.2% | +32.1% | +28.1% |
| 6M | +25.5% | +2.0% | +23.6% | +25.1% |
| YTD | +81.2% | -6.7% | +87.9% | +81.8% |
| 1Y | +66.5% | -4.7% | +71.2% | +66.7% |
| 3Y | +76.7% | -8.1% | +84.8% | +76.0% |
| All | +236.1% | +9.5% | +226.6% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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