+498.8%
MAR vs CF
+479.1%
+19.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +4.8% | -3.2% | +0.4% |
| 30D | +13.8% | +4.7% | +9.1% | +12.1% |
| 3M | +20.3% | +7.4% | +12.9% | +17.1% |
| 6M | +21.3% | +0.6% | +20.7% | +19.6% |
| YTD | +37.2% | +64.1% | -26.9% | +12.9% |
| 1Y | +48.4% | +51.4% | -3.0% | +25.1% |
| 3Y | +120.1% | +67.8% | +52.3% | +73.3% |
| 5Y | +182.1% | +114.1% | +67.9% | +86.2% |
| All | +498.8% | +479.1% | +19.7% | +179.3% |
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 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