+568.0%
CF vs USFR
+28.5%
+539.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +4.3% | +0.4% | +3.9% | +3.8% |
| 3M | +2.8% | +1.1% | +1.8% | +1.6% |
| 6M | +0.6% | +2.1% | -1.4% | -1.7% |
| YTD | +56.6% | +3.4% | +53.2% | +50.9% |
| 1Y | +49.6% | +4.1% | +45.5% | +43.1% |
| 3Y | +61.5% | +14.4% | +47.1% | +42.1% |
| 5Y | +124.0% | +21.3% | +102.6% | +85.4% |
| All | +568.0% | +28.5% | +539.5% | +423.8% |
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