+60.4%
CF vs WU
-20.1%
+80.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.5% | -0.4% | +5.6% |
| 7D | +0.4% | +13.0% | -12.6% | -0.6% |
| 30D | +2.2% | +14.3% | -12.1% | +1.1% |
| 3M | +2.1% | +0.1% | +2.0% | +2.1% |
| 6M | -6.5% | -17.7% | +11.2% | -4.9% |
| YTD | +55.6% | -17.3% | +72.9% | +57.8% |
| 1Y | +42.3% | -11.1% | +53.4% | +42.9% |
| All | +60.4% | -20.1% | +80.5% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling