-4.6%
DOW vs CF
+250.6%
-255.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.5% |
| 7D | -6.8% | +4.8% | -11.6% | -9.0% |
| 30D | +10.8% | +9.7% | +1.1% | +5.8% |
| 3M | +4.1% | +1.2% | +2.9% | +2.9% |
| 6M | -12.7% | +7.4% | -20.1% | -16.4% |
| YTD | +39.2% | +60.5% | -21.3% | +10.1% |
| 1Y | +49.5% | +50.7% | -1.3% | +21.6% |
| 3Y | -24.4% | +64.8% | -89.2% | -43.3% |
| 5Y | -29.6% | +115.8% | -145.4% | -61.4% |
| All | -4.6% | +250.6% | -255.3% | -65.3% |
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