+15.2%
D vs CF
+120.6%
-105.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | +3.0% | -3.2% | +6.1% | +3.2% |
| 30D | +11.5% | +4.3% | +7.2% | +11.1% |
| 3M | +3.7% | +2.8% | +0.9% | +3.4% |
| 6M | +13.5% | +0.6% | +12.9% | +13.2% |
| YTD | +20.7% | +56.6% | -35.9% | +15.4% |
| 1Y | +18.2% | +49.6% | -31.4% | +13.4% |
| 3Y | +73.3% | +61.5% | +11.8% | +63.1% |
| All | +15.2% | +120.6% | -105.4% | +6.4% |
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 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