+5,331.8%
CF vs WY
+70.6%
+5,261.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +2.3% |
| 7D | -3.2% | +3.1% | -6.3% | -5.2% |
| 30D | +4.3% | +13.0% | -8.7% | -2.8% |
| 3M | +2.8% | -16.8% | +19.6% | +12.1% |
| 6M | +0.6% | -11.2% | +11.8% | +4.9% |
| YTD | +56.6% | -9.1% | +65.7% | +58.7% |
| 1Y | +49.6% | -4.8% | +54.4% | +47.4% |
| 3Y | +61.5% | -25.3% | +86.8% | +74.3% |
| 5Y | +124.0% | -33.2% | +157.1% | +148.7% |
| 10Y | +573.2% | +6.6% | +566.6% | +417.6% |
| All | +5,331.8% | +70.6% | +5,261.2% | +2,384.1% |
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 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