+320.8%
D vs CF
+5,948.3%
-5,627.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.0% |
| 7D | +0.4% | +6.0% | -5.6% | -0.3% |
| 30D | -3.6% | +14.8% | -18.4% | -5.2% |
| 3M | -1.0% | +14.1% | -15.0% | -2.7% |
| 6M | +6.3% | +28.5% | -22.3% | +2.3% |
| YTD | +14.7% | +74.9% | -60.2% | +6.3% |
| 1Y | +16.9% | +61.7% | -44.8% | +9.2% |
| 3Y | +56.8% | +80.3% | -23.5% | +42.9% |
| 5Y | +5.2% | +226.0% | -220.8% | -13.0% |
| 10Y | +35.9% | +569.9% | -534.0% | -2.6% |
| All | +320.8% | +5,948.3% | -5,627.5% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling