+240.2%
GM vs CF
+626.5%
-386.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | -1.4% | -3.2% | +1.8% | -0.8% |
| 30D | +6.4% | +4.3% | +2.1% | +4.8% |
| 3M | -0.7% | +2.8% | -3.5% | -2.2% |
| 6M | +9.9% | +0.6% | +9.3% | +7.9% |
| YTD | +6.7% | +56.6% | -50.0% | -11.2% |
| 1Y | +26.2% | +49.6% | -23.4% | +6.5% |
| 3Y | +205.0% | +61.5% | +143.5% | +142.5% |
| 5Y | +53.6% | +124.0% | -70.4% | +2.1% |
| 10Y | +233.4% | +573.2% | -339.8% | +48.0% |
| All | +240.2% | +626.5% | -386.3% | +45.0% |
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