-11.4%
F vs CF
+125.5%
-136.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.6% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +2.0% | +2.2% | -0.2% | +1.8% |
| 3M | -10.4% | +2.1% | -12.5% | -10.8% |
| 6M | +9.7% | -6.5% | +16.3% | +9.8% |
| YTD | -1.2% | +55.6% | -56.7% | -10.3% |
| 1Y | 0.0% | +42.3% | -42.3% | -7.8% |
| 3Y | +41.1% | +55.7% | -14.6% | +25.6% |
| 5Y | -11.4% | +122.4% | -133.8% | -31.8% |
| All | -11.4% | +125.5% | -136.9% | -31.8% |
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