+157.4%
F vs CF
+4,965.4%
-4,808.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +4.1% |
| 7D | +6.0% | -6.9% | +12.9% | +8.0% |
| 30D | +4.3% | -3.7% | +8.0% | +5.2% |
| 3M | -10.1% | -5.0% | -5.1% | -9.5% |
| 6M | +12.8% | -10.5% | +23.2% | +14.1% |
| YTD | -0.1% | +46.5% | -46.6% | -14.6% |
| 1Y | +3.7% | +34.8% | -31.1% | -9.3% |
| 3Y | +42.7% | +46.7% | -4.0% | +18.3% |
| 5Y | -11.0% | +112.0% | -123.0% | -37.7% |
| 10Y | +87.0% | +529.7% | -442.7% | -11.8% |
| All | +157.4% | +4,965.4% | -4,808.0% | -35.4% |
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