+48.4%
IR vs CF
+227.0%
-178.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | -2.8% | +6.0% | -8.8% | -3.3% |
| 30D | -15.1% | +14.8% | -30.0% | -16.1% |
| 3M | +6.1% | +14.1% | -8.0% | +4.8% |
| 6M | -16.8% | +28.5% | -45.3% | -20.4% |
| YTD | -3.5% | +74.9% | -78.5% | -12.0% |
| 1Y | -3.5% | +61.7% | -65.2% | -11.1% |
| 3Y | +9.5% | +80.3% | -70.8% | -1.9% |
| All | +48.4% | +227.0% | -178.6% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling