+2,781.3%
MSCI vs CF
+885.4%
+1,895.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -4.2% |
| 7D | +6.0% | +0.4% | +5.6% | +5.7% |
| 30D | +18.2% | +2.2% | +16.0% | +17.3% |
| 3M | +15.1% | +2.1% | +13.0% | +13.8% |
| 6M | +13.7% | -6.5% | +20.3% | +14.1% |
| YTD | +15.6% | +55.6% | -40.0% | +0.7% |
| 1Y | +16.3% | +42.3% | -26.0% | +3.5% |
| 3Y | +36.9% | +55.7% | -18.9% | +16.3% |
| 5Y | +6.3% | +122.4% | -116.1% | -21.8% |
| 10Y | +823.0% | +568.5% | +254.4% | +357.4% |
| All | +2,781.3% | +885.4% | +1,895.9% | +870.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling