+25.8%
IR vs CF
+56.6%
-30.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -8.9% | -2.7% |
| 7D | +2.3% | +0.4% | +1.9% | +2.3% |
| 30D | +3.3% | +2.2% | +1.1% | +3.3% |
| 3M | -9.0% | +2.1% | -11.2% | -9.1% |
| 6M | +8.0% | -6.5% | +14.5% | +8.2% |
| YTD | +3.4% | +55.6% | -52.2% | -6.9% |
| 1Y | +4.5% | +42.3% | -37.8% | -4.4% |
| All | +25.8% | +56.6% | -30.8% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling