+10.6%
CI vs CF
-9.1%
+19.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.4% | +7.8% | +3.5% |
| 7D | +3.5% | -6.9% | +10.4% | +3.8% |
| 30D | +12.6% | -3.7% | +16.3% | +12.7% |
| 3M | +12.1% | -5.0% | +17.0% | +12.5% |
| 6M | +10.6% | -10.5% | +21.0% | +10.5% |
| All | +10.6% | -9.1% | +19.7% | +10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling