+785.4%
MSCI vs CF
+561.7%
+223.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +2.8% | -3.2% | +6.0% | +3.3% |
| 30D | +15.4% | +4.3% | +11.1% | +14.3% |
| 3M | +13.4% | +2.8% | +10.6% | +12.3% |
| 6M | +10.9% | +0.6% | +10.3% | +9.8% |
| YTD | +13.0% | +56.6% | -43.7% | +1.1% |
| 1Y | +12.0% | +49.6% | -37.6% | +1.1% |
| 3Y | +34.1% | +61.5% | -27.4% | +16.7% |
| 5Y | +3.9% | +124.0% | -120.1% | -20.4% |
| All | +785.4% | +561.7% | +223.7% | +430.9% |
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