+334.2%
INFY vs CF
+5,310.1%
-4,975.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +15.5% | +6.9% | +8.5% | +13.6% |
| 3M | -1.1% | +4.8% | -6.0% | -2.6% |
| 6M | -1.3% | +4.7% | -6.0% | -3.4% |
| YTD | -29.0% | +56.5% | -85.5% | -38.1% |
| 1Y | -23.3% | +48.4% | -71.7% | -32.3% |
| 3Y | -17.8% | +59.1% | -77.0% | -30.4% |
| 5Y | -39.4% | +109.5% | -149.0% | -54.7% |
| 10Y | +123.2% | +487.0% | -363.8% | +14.6% |
| All | +334.2% | +5,310.1% | -4,975.9% | +2.8% |
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