+273.2%
CF vs USFR
+28.5%
+244.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | +2.8% | +1.1% | +1.8% | +2.3% |
| 6M | +0.6% | +2.1% | -1.4% | -0.4% |
| YTD | +56.6% | +3.4% | +53.2% | +54.1% |
| 1Y | +49.6% | +4.1% | +45.5% | +46.7% |
| 3Y | +61.5% | +14.4% | +47.1% | +52.1% |
| 5Y | +124.0% | +21.3% | +102.6% | +105.5% |
| 10Y | +573.2% | +28.5% | +544.7% | +503.0% |
| All | +273.2% | +28.5% | +244.7% | +238.8% |
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 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