+487.0%
CF vs USFR
+28.5%
+458.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | +6.9% | +0.4% | +6.6% | +6.5% |
| 3M | +4.8% | +1.1% | +3.8% | +3.5% |
| 6M | +4.7% | +2.0% | +2.7% | +2.3% |
| YTD | +56.5% | +3.4% | +53.1% | +50.6% |
| 1Y | +48.4% | +4.1% | +44.3% | +41.9% |
| 3Y | +59.1% | +14.3% | +44.8% | +39.8% |
| 5Y | +109.5% | +21.3% | +88.2% | +72.9% |
| 10Y | +487.0% | +28.5% | +458.5% | +355.6% |
| All | +487.0% | +28.5% | +458.5% | +355.6% |
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