+110.9%
CF vs SNY
+17.1%
+93.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +4.8% | +2.8% | +1.9% | +4.6% |
| 30D | +4.7% | +21.6% | -16.9% | +3.7% |
| 3M | +7.4% | +10.5% | -3.1% | +6.8% |
| 6M | +0.6% | +14.0% | -13.4% | -0.2% |
| YTD | +64.1% | +5.4% | +58.8% | +63.7% |
| 1Y | +51.4% | -2.5% | +53.9% | +52.0% |
| 3Y | +67.8% | +22.1% | +45.7% | +63.6% |
| All | +110.9% | +17.1% | +93.8% | +102.0% |
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