+154.6%
F vs CF
+5,277.9%
-5,123.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -2.8% |
| 7D | +1.4% | +0.4% | +1.0% | +1.0% |
| 30D | +2.0% | +2.2% | -0.2% | +1.1% |
| 3M | -10.4% | +2.1% | -12.5% | -11.6% |
| 6M | +9.7% | -6.5% | +16.3% | +9.6% |
| YTD | -1.2% | +55.6% | -56.7% | -17.0% |
| 1Y | 0.0% | +42.3% | -42.3% | -13.9% |
| 3Y | +41.1% | +55.7% | -14.6% | +15.0% |
| 5Y | -11.4% | +122.4% | -133.8% | -38.8% |
| 10Y | +85.0% | +568.5% | -483.6% | -14.3% |
| All | +154.6% | +5,277.9% | -5,123.4% | -37.2% |
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 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