+53.9%
F vs CF
+227.0%
-173.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.8% |
| 7D | +5.3% | +6.0% | -0.7% | +4.7% |
| 30D | +4.6% | +14.8% | -10.3% | +3.0% |
| 3M | -3.7% | +14.1% | -17.7% | -5.1% |
| 6M | +16.8% | +28.5% | -11.7% | +11.0% |
| YTD | +15.3% | +74.9% | -59.7% | +3.1% |
| 1Y | +31.0% | +61.7% | -30.7% | +18.6% |
| 3Y | +45.4% | +80.3% | -34.9% | +26.5% |
| All | +53.9% | +227.0% | -173.0% | +7.2% |
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