+5,967.0%
CF vs WY
+87.2%
+5,879.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.7% |
| 7D | +6.0% | -1.7% | +7.7% | +6.9% |
| 30D | +14.8% | -10.1% | +24.9% | +21.2% |
| 3M | +14.1% | -5.1% | +19.2% | +16.1% |
| 6M | +28.5% | -4.8% | +33.3% | +28.6% |
| YTD | +74.9% | -0.2% | +75.2% | +70.0% |
| 1Y | +61.7% | -6.6% | +68.3% | +62.0% |
| 3Y | +80.3% | -22.7% | +103.1% | +92.6% |
| 5Y | +226.0% | -22.2% | +248.2% | +235.1% |
| 10Y | +569.9% | +7.3% | +562.6% | +418.6% |
| All | +5,967.0% | +87.2% | +5,879.8% | +2,562.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling