+537.5%
MAR vs CF
+494.2%
+43.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.0% |
| 7D | +2.9% | +4.8% | -1.9% | +1.5% |
| 30D | +17.0% | +9.7% | +7.3% | +13.9% |
| 3M | +23.2% | +1.2% | +21.9% | +21.8% |
| 6M | +21.7% | +7.4% | +14.4% | +17.6% |
| YTD | +38.9% | +60.5% | -21.7% | +14.9% |
| 1Y | +48.7% | +50.7% | -2.1% | +25.3% |
| 3Y | +122.9% | +64.8% | +58.1% | +76.2% |
| 5Y | +177.5% | +115.8% | +61.7% | +81.9% |
| 10Y | +537.5% | +481.0% | +56.5% | +198.4% |
| All | +537.5% | +494.2% | +43.4% | +198.4% |
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