+6.7%
D vs CF
+227.0%
-220.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.2% |
| 7D | +0.4% | +6.0% | -5.6% | +0.1% |
| 30D | -3.6% | +14.8% | -18.4% | -4.4% |
| 3M | -1.0% | +14.1% | -15.0% | -1.9% |
| 6M | +6.3% | +28.5% | -22.3% | +4.0% |
| YTD | +14.7% | +74.9% | -60.2% | +9.7% |
| 1Y | +16.9% | +61.7% | -44.8% | +12.4% |
| 3Y | +56.8% | +80.3% | -23.5% | +48.1% |
| All | +6.7% | +227.0% | -220.3% | +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