+246.5%
GM vs CF
+711.4%
-464.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.7% |
| 7D | +1.9% | +6.0% | -4.1% | +0.2% |
| 30D | -1.4% | +14.8% | -16.2% | -5.4% |
| 3M | +5.9% | +14.1% | -8.2% | +1.3% |
| 6M | +12.4% | +28.5% | -16.1% | +0.8% |
| YTD | +8.6% | +74.9% | -66.3% | -11.9% |
| 1Y | +52.6% | +61.7% | -9.1% | +26.2% |
| 3Y | +169.7% | +80.3% | +89.3% | +108.4% |
| 5Y | +87.5% | +226.0% | -138.4% | +10.0% |
| 10Y | +233.0% | +569.9% | -336.9% | +47.9% |
| All | +246.5% | +711.4% | -464.9% | +43.9% |
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