+43.8%
D vs CF
+546.3%
-502.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.8% | -0.9% | +1.6% | +0.8% |
| 30D | +10.7% | +6.9% | +3.8% | +9.9% |
| 3M | +2.3% | +4.8% | -2.6% | +1.6% |
| 6M | +12.5% | +4.7% | +7.8% | +11.5% |
| YTD | +20.1% | +56.5% | -36.4% | +13.3% |
| 1Y | +15.6% | +48.4% | -32.9% | +9.6% |
| 3Y | +75.2% | +59.1% | +16.0% | +63.0% |
| 5Y | +14.6% | +109.5% | -94.9% | +1.1% |
| 10Y | +43.8% | +487.0% | -443.2% | +15.8% |
| All | +43.8% | +546.3% | -502.5% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling