+325.3%
IR vs CF
+455.1%
-129.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +3.7% | -3.2% | +6.8% | +4.4% |
| 30D | +7.4% | +4.3% | +3.1% | +5.8% |
| 3M | -5.9% | +2.8% | -8.7% | -7.5% |
| 6M | +5.6% | +0.6% | +5.0% | +3.5% |
| YTD | +4.8% | +56.6% | -51.8% | -14.2% |
| 1Y | +6.9% | +49.6% | -42.7% | -11.2% |
| 3Y | +27.6% | +61.5% | -33.9% | -0.3% |
| 5Y | +45.8% | +124.0% | -78.2% | -10.9% |
| All | +325.3% | +455.1% | -129.9% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling