+15.8%
D vs CF
+111.0%
-95.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.8% | +4.8% |
| 7D | +8.5% | -6.9% | +15.4% | +9.0% |
| 30D | +14.3% | -3.7% | +18.0% | +14.6% |
| 3M | +1.8% | -5.0% | +6.7% | +2.0% |
| 6M | +13.0% | -10.5% | +23.5% | +13.6% |
| YTD | +22.7% | +46.5% | -23.8% | +18.1% |
| 1Y | +22.6% | +34.8% | -12.2% | +18.6% |
| 3Y | +84.2% | +46.7% | +37.5% | +74.9% |
| 5Y | +15.8% | +112.0% | -96.2% | +8.0% |
| All | +15.8% | +111.0% | -95.2% | +8.0% |
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