+34.1%
MSCI vs CF
+57.7%
-23.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | +2.8% | -3.2% | +6.0% | +3.0% |
| 30D | +15.4% | +4.3% | +11.1% | +15.2% |
| 3M | +13.4% | +2.8% | +10.6% | +13.1% |
| 6M | +10.9% | +0.6% | +10.3% | +10.7% |
| YTD | +13.0% | +56.6% | -43.7% | +7.5% |
| 1Y | +12.0% | +49.6% | -37.6% | +7.1% |
| 3Y | +34.1% | +61.5% | -27.4% | +24.1% |
| All | +34.1% | +57.7% | -23.6% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling