+21.7%
D vs CF
+42.3%
-20.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -0.4% |
| 7D | +6.9% | +0.4% | +6.5% | +6.9% |
| 30D | +12.3% | +2.2% | +10.1% | +12.2% |
| 3M | +3.0% | +2.1% | +0.9% | +2.9% |
| 6M | +12.8% | -6.5% | +19.3% | +13.0% |
| YTD | +22.6% | +55.6% | -33.0% | +14.3% |
| 1Y | +21.7% | +42.3% | -20.6% | +12.4% |
| All | +21.7% | +42.3% | -20.6% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling