+29.2%
DOW vs CF
+62.4%
-33.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -1.2% |
| 7D | -2.4% | +6.0% | -8.4% | -5.6% |
| 30D | +0.4% | +14.8% | -14.5% | -7.4% |
| 3M | -14.4% | +14.1% | -28.5% | -20.8% |
| 6M | -7.0% | +28.5% | -35.5% | -18.6% |
| YTD | +30.2% | +74.9% | -44.7% | -2.6% |
| 1Y | +29.2% | +61.7% | -32.5% | +0.8% |
| All | +29.2% | +62.4% | -33.2% | +0.8% |
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