+34.5%
D vs CF
+569.3%
-534.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | +1.5% | +6.0% | -4.6% | +0.9% |
| 30D | -2.6% | +14.8% | -17.4% | -4.0% |
| 3M | 0.0% | +14.1% | -14.0% | -1.4% |
| 6M | +7.4% | +28.5% | -21.2% | +3.9% |
| YTD | +15.9% | +74.9% | -59.1% | +8.5% |
| 1Y | +18.1% | +61.7% | -43.6% | +11.4% |
| 3Y | +58.4% | +80.3% | -21.9% | +46.0% |
| 5Y | +5.2% | +226.0% | -220.8% | -11.5% |
| All | +34.5% | +569.3% | -534.8% | +6.7% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling