-29.5%
DOW vs CF
+120.6%
-150.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -9.5% | -3.2% | -6.3% | -8.7% |
| 30D | +13.1% | +4.3% | +8.7% | +11.4% |
| 3M | +4.8% | +2.8% | +2.0% | +3.6% |
| 6M | -16.7% | +0.6% | -17.3% | -17.2% |
| YTD | +38.9% | +56.6% | -17.8% | +23.0% |
| 1Y | +48.3% | +49.6% | -1.3% | +32.8% |
| 3Y | -24.4% | +61.5% | -85.8% | -34.3% |
| All | -29.5% | +120.6% | -150.1% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling