+104.3%
CF vs TLN
+630.2%
-525.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | +0.8% |
| 7D | -3.2% | -1.3% | -1.9% | -3.1% |
| 30D | +4.3% | -10.5% | +14.8% | +4.2% |
| 3M | +2.8% | +0.1% | +2.7% | +2.9% |
| 6M | +0.6% | -17.4% | +18.0% | +0.9% |
| YTD | +56.6% | -9.7% | +66.3% | +57.0% |
| 1Y | +49.6% | -12.3% | +61.9% | +50.1% |
| 3Y | +61.5% | +528.3% | -466.8% | +89.2% |
| All | +104.3% | +630.2% | -525.9% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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