+270.6%
CF vs USFR
+28.5%
+242.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +6.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +2.2% | +0.4% | +1.8% | +2.0% |
| 3M | +2.1% | +1.1% | +1.1% | +1.6% |
| 6M | -6.5% | +2.0% | -8.6% | -7.5% |
| YTD | +55.6% | +3.4% | +52.2% | +53.0% |
| 1Y | +42.3% | +4.1% | +38.2% | +39.6% |
| 3Y | +55.7% | +14.4% | +41.3% | +46.7% |
| 5Y | +122.4% | +21.3% | +101.1% | +104.1% |
| 10Y | +568.5% | +28.4% | +540.1% | +498.9% |
| All | +270.6% | +28.5% | +242.1% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling