-10.8%
DOW vs CF
+282.1%
-292.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -1.5% |
| 7D | -2.4% | +6.0% | -8.4% | -5.1% |
| 30D | +0.4% | +14.8% | -14.5% | -6.2% |
| 3M | -14.4% | +14.1% | -28.5% | -19.9% |
| 6M | -7.0% | +28.5% | -35.5% | -18.1% |
| YTD | +30.2% | +74.9% | -44.7% | -0.7% |
| 1Y | +29.2% | +61.7% | -32.5% | +1.8% |
| 3Y | -36.7% | +80.3% | -117.0% | -54.6% |
| 5Y | -37.7% | +226.0% | -263.7% | -74.0% |
| All | -10.8% | +282.1% | -292.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling