+487.0%
CF vs WY
+6.7%
+480.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +6.9% | +10.6% | -3.7% | +1.8% |
| 3M | +4.8% | -16.6% | +21.5% | +12.7% |
| 6M | +4.7% | -8.6% | +13.3% | +7.1% |
| YTD | +56.5% | -8.4% | +64.9% | +57.7% |
| 1Y | +48.4% | -5.1% | +53.5% | +46.8% |
| 3Y | +59.1% | -21.9% | +81.1% | +66.7% |
| 5Y | +109.5% | -31.3% | +140.8% | +127.4% |
| 10Y | +487.0% | +3.6% | +483.4% | +372.3% |
| All | +487.0% | +6.7% | +480.2% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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