+9.1%
IR vs CF
+35.9%
-26.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +3.9% | -1.3% |
| 7D | +11.6% | -6.9% | +18.4% | +10.2% |
| 30D | +7.2% | -3.7% | +10.9% | +6.5% |
| 3M | -5.9% | -5.0% | -0.9% | -6.4% |
| 6M | +11.5% | -10.5% | +21.9% | +10.1% |
| YTD | +6.3% | +46.5% | -40.2% | -7.8% |
| 1Y | +9.1% | +34.8% | -25.7% | -3.2% |
| All | +9.1% | +35.9% | -26.8% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling