+62.3%
CF vs WY
-9.6%
+71.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +0.5% |
| 7D | -0.9% | -2.1% | +1.1% | -1.3% |
| 30D | +18.1% | -10.5% | +28.6% | +16.0% |
| 3M | +23.4% | -4.9% | +28.2% | +22.4% |
| 6M | +17.1% | -4.9% | +22.0% | +17.2% |
| YTD | +76.2% | -1.7% | +77.9% | +74.4% |
| 1Y | +62.3% | -9.4% | +71.6% | +63.5% |
| All | +62.3% | -9.6% | +71.9% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling