+481.0%
CF vs USFR
+28.5%
+452.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +9.7% | +0.4% | +9.3% | +9.2% |
| 3M | +1.2% | +1.1% | +0.2% | 0.0% |
| 6M | +7.4% | +2.1% | +5.3% | +4.8% |
| YTD | +60.5% | +3.4% | +57.1% | +54.4% |
| 1Y | +50.7% | +4.1% | +46.7% | +44.1% |
| 3Y | +64.8% | +14.4% | +50.4% | +44.5% |
| 5Y | +115.8% | +21.4% | +94.4% | +77.7% |
| 10Y | +481.0% | +28.5% | +452.5% | +349.6% |
| All | +481.0% | +28.5% | +452.5% | +349.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling