+116.9%
NDAQ vs CF
+58.1%
+58.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +0.8% | -3.2% | +4.0% | +0.9% |
| 30D | +16.5% | +4.3% | +12.2% | +16.4% |
| 3M | +13.5% | +2.8% | +10.7% | +13.3% |
| 6M | +20.9% | +0.6% | +20.3% | +20.7% |
| YTD | +11.4% | +56.6% | -45.2% | +6.5% |
| 1Y | +25.9% | +49.6% | -23.7% | +20.9% |
| All | +116.9% | +58.1% | +58.8% | +97.3% |
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