-6.2%
DOW vs CF
+241.8%
-248.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -9.4% | -0.9% | -8.5% | -9.2% |
| 30D | +8.9% | +6.9% | +2.0% | +5.3% |
| 3M | +6.7% | +4.8% | +1.9% | +3.7% |
| 6M | -14.2% | +4.7% | -18.9% | -16.8% |
| YTD | +36.9% | +56.5% | -19.6% | +9.6% |
| 1Y | +45.8% | +48.4% | -2.7% | +19.4% |
| 3Y | -23.9% | +59.1% | -83.1% | -42.0% |
| 5Y | -30.8% | +109.5% | -140.3% | -61.5% |
| All | -6.2% | +241.8% | -248.0% | -65.5% |
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