+577.4%
CF vs USFR
+28.0%
+549.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.3% |
| 7D | +6.0% | +0.1% | +6.0% | +5.9% |
| 30D | +14.8% | +0.3% | +14.5% | +14.5% |
| 3M | +14.1% | +1.0% | +13.1% | +12.9% |
| 6M | +28.5% | +1.9% | +26.6% | +26.0% |
| YTD | +74.9% | +2.6% | +72.3% | +70.5% |
| 1Y | +61.7% | +4.0% | +57.7% | +55.5% |
| 3Y | +80.3% | +14.1% | +66.2% | +61.4% |
| 5Y | +226.0% | +20.4% | +205.6% | +177.3% |
| All | +577.4% | +28.0% | +549.4% | +451.6% |
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