+54.5%
CI vs CF
+125.5%
-71.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.9% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +9.9% | +2.2% | +7.7% | +9.5% |
| 3M | +12.1% | +2.1% | +10.0% | +11.6% |
| 6M | +10.6% | -6.5% | +17.2% | +11.0% |
| YTD | +11.4% | +55.6% | -44.2% | +3.5% |
| 1Y | +18.8% | +42.3% | -23.5% | +11.7% |
| 3Y | +2.9% | +55.7% | -52.9% | -5.9% |
| 5Y | +54.5% | +122.4% | -67.9% | +28.9% |
| All | +54.5% | +125.5% | -71.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling