+0.1%
DOW vs CF
+258.4%
-258.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +5.2% | +4.8% | +0.4% | +2.9% |
| 30D | +13.2% | +4.7% | +8.5% | +10.5% |
| 3M | +10.1% | +7.4% | +2.7% | +5.9% |
| 6M | -13.1% | +0.6% | -13.7% | -14.0% |
| YTD | +46.1% | +64.1% | -18.0% | +14.4% |
| 1Y | +50.0% | +51.4% | -1.4% | +21.8% |
| 3Y | -20.2% | +67.8% | -88.0% | -40.7% |
| 5Y | -27.7% | +114.1% | -141.8% | -59.9% |
| All | +0.1% | +258.4% | -258.4% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling