-7.5%
MSCI vs CF
+227.0%
-234.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | 0.0% |
| 7D | +0.4% | +6.0% | -5.6% | -0.1% |
| 30D | +0.6% | +14.8% | -14.3% | -0.6% |
| 3M | -7.1% | +14.1% | -21.1% | -8.2% |
| 6M | +0.8% | +28.5% | -27.7% | -2.2% |
| YTD | +1.0% | +74.9% | -74.0% | -5.4% |
| 1Y | +4.3% | +61.7% | -57.4% | -1.5% |
| 3Y | +9.9% | +80.3% | -70.4% | +1.1% |
| All | -7.5% | +227.0% | -234.5% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling