+806.0%
MSCI vs CF
+557.2%
+248.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -3.8% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +18.2% | +2.2% | +16.0% | +17.5% |
| 3M | +15.1% | +2.1% | +13.0% | +14.1% |
| 6M | +13.7% | -6.5% | +20.3% | +14.1% |
| YTD | +15.6% | +55.6% | -40.0% | +3.6% |
| 1Y | +16.3% | +42.3% | -26.0% | +6.0% |
| 3Y | +36.9% | +55.7% | -18.9% | +20.0% |
| 5Y | +6.3% | +122.4% | -116.1% | -18.5% |
| All | +806.0% | +557.2% | +248.8% | +443.9% |
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