-11.0%
F vs CF
+111.0%
-122.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +3.3% |
| 7D | +6.0% | -6.9% | +12.9% | +6.6% |
| 30D | +4.3% | -3.7% | +8.0% | +4.5% |
| 3M | -10.1% | -5.0% | -5.1% | -9.9% |
| 6M | +12.8% | -10.5% | +23.2% | +13.2% |
| YTD | -0.1% | +46.5% | -46.6% | -8.8% |
| 1Y | +3.7% | +34.8% | -31.1% | -4.1% |
| 3Y | +42.7% | +46.7% | -4.0% | +27.7% |
| 5Y | -11.0% | +112.0% | -123.0% | -31.3% |
| All | -11.0% | +111.0% | -122.0% | -31.3% |
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 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