+323.8%
CFG vs CF
+569.3%
-245.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +1.1% |
| 7D | +1.5% | +6.0% | -4.5% | -0.8% |
| 30D | -3.8% | +14.8% | -18.7% | -9.1% |
| 3M | +11.5% | +14.1% | -2.6% | +5.0% |
| 6M | +19.2% | +28.5% | -9.3% | +3.2% |
| YTD | +23.7% | +74.9% | -51.2% | -6.6% |
| 1Y | +38.8% | +61.7% | -22.8% | +8.0% |
| 3Y | +178.9% | +80.3% | +98.6% | +96.5% |
| 5Y | +101.8% | +226.0% | -124.2% | -8.6% |
| All | +323.8% | +569.3% | -245.5% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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