+479.7%
NDAQ vs CF
+485.9%
-6.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | 0.0% | +10.4% | -10.4% | -1.5% |
| 30D | +16.3% | +7.6% | +8.8% | +14.9% |
| 3M | +15.8% | +5.2% | +10.7% | +14.5% |
| 6M | +24.8% | -0.1% | +24.9% | +24.1% |
| YTD | +14.1% | +61.7% | -47.6% | +3.0% |
| 1Y | +26.5% | +50.3% | -23.8% | +15.6% |
| 3Y | +119.1% | +66.0% | +53.2% | +93.1% |
| 5Y | +70.9% | +114.5% | -43.6% | +37.7% |
| 10Y | +479.7% | +471.5% | +8.2% | +266.0% |
| All | +479.7% | +485.9% | -6.1% | +266.0% |
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