+110.6%
CF vs WY
-32.5%
+143.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +5.4% | -5.4% | +10.8% | +6.4% |
| 30D | +6.5% | +7.9% | -1.3% | +4.7% |
| 3M | +4.6% | -16.6% | +21.2% | +8.2% |
| 6M | -3.3% | -11.2% | +7.9% | -1.7% |
| YTD | +63.9% | -11.3% | +75.2% | +65.2% |
| 1Y | +50.4% | -5.5% | +56.0% | +48.9% |
| 3Y | +68.2% | -25.4% | +93.7% | +74.4% |
| All | +110.6% | -32.5% | +143.2% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling