+197.0%
F vs CF
+5,948.3%
-5,751.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.4% |
| 7D | +5.3% | +6.0% | -0.7% | +3.5% |
| 30D | +4.6% | +14.8% | -10.3% | +0.3% |
| 3M | -3.7% | +14.1% | -17.7% | -7.7% |
| 6M | +16.8% | +28.5% | -11.7% | +5.0% |
| YTD | +15.3% | +74.9% | -59.7% | -5.8% |
| 1Y | +31.0% | +61.7% | -30.7% | +9.1% |
| 3Y | +45.4% | +80.3% | -34.9% | +14.0% |
| 5Y | +54.7% | +226.0% | -171.3% | -4.6% |
| 10Y | +98.2% | +569.9% | -471.6% | -8.0% |
| All | +197.0% | +5,948.3% | -5,751.3% | -28.7% |
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