+47.9%
IR vs CF
+116.3%
-68.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.3% |
| 7D | +1.5% | +4.8% | -3.2% | +1.2% |
| 30D | +9.0% | +9.7% | -0.7% | +8.3% |
| 3M | -0.9% | +1.2% | -2.1% | -1.1% |
| 6M | +13.4% | +7.4% | +6.0% | +12.3% |
| YTD | +8.5% | +60.5% | -52.1% | -0.6% |
| 1Y | +11.3% | +50.7% | -39.5% | +2.9% |
| 3Y | +26.0% | +64.8% | -38.8% | +13.6% |
| 5Y | +47.9% | +115.8% | -67.9% | +25.6% |
| All | +47.9% | +116.3% | -68.5% | +25.6% |
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 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