+6.8%
CI vs CF
+73.9%
-67.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | +1.3% | +6.0% | -4.7% | +0.8% |
| 30D | +4.4% | +14.8% | -10.4% | +3.2% |
| 3M | +0.7% | +14.1% | -13.4% | -0.6% |
| 6M | +0.3% | +28.5% | -28.2% | -3.0% |
| YTD | +3.8% | +74.9% | -71.1% | -3.7% |
| 1Y | -5.5% | +61.7% | -67.2% | -11.5% |
| All | +6.8% | +73.9% | -67.1% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling