+333.9%
CFG vs CF
+188.9%
+145.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.8% | +3.9% |
| 7D | +1.8% | -6.9% | +8.6% | +4.0% |
| 30D | +3.3% | -3.7% | +7.0% | +4.3% |
| 3M | -9.8% | -5.0% | -4.9% | -9.1% |
| 6M | +5.2% | -10.5% | +15.7% | +7.0% |
| YTD | +16.1% | +46.5% | -30.4% | -4.7% |
| 1Y | +33.7% | +34.8% | -1.2% | +13.1% |
| 3Y | +181.2% | +46.7% | +134.5% | +120.5% |
| 5Y | +69.1% | +112.0% | -42.9% | +3.3% |
| 10Y | +264.3% | +529.7% | -265.4% | +47.8% |
| All | +333.9% | +188.9% | +145.0% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling