+26.9%
NDAQ vs CF
+50.2%
-23.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.6% |
| 7D | +2.9% | +4.8% | -1.9% | +3.3% |
| 30D | +17.5% | +9.7% | +7.8% | +18.3% |
| 3M | +15.4% | +1.2% | +14.2% | +15.7% |
| 6M | +24.6% | +7.4% | +17.2% | +25.6% |
| YTD | +14.4% | +60.5% | -46.1% | +17.0% |
| All | +26.9% | +50.2% | -23.3% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling