+81.1%
F vs CF
+557.2%
-476.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -2.7% |
| 7D | +1.4% | +0.4% | +1.0% | +1.1% |
| 30D | +2.0% | +2.2% | -0.2% | +1.2% |
| 3M | -10.4% | +2.1% | -12.5% | -11.5% |
| 6M | +9.7% | -6.5% | +16.3% | +9.7% |
| YTD | -1.2% | +55.6% | -56.7% | -17.7% |
| 1Y | 0.0% | +42.3% | -42.3% | -14.4% |
| 3Y | +41.1% | +55.7% | -14.6% | +13.5% |
| 5Y | -11.4% | +122.4% | -133.8% | -42.4% |
| All | +81.1% | +557.2% | -476.0% | -18.0% |
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