+62.6%
NDAQ vs CF
+120.6%
-58.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.8% | -3.2% | +4.0% | +1.1% |
| 30D | +16.5% | +4.3% | +12.2% | +16.1% |
| 3M | +13.5% | +2.8% | +10.7% | +13.0% |
| 6M | +20.9% | +0.6% | +20.3% | +20.4% |
| YTD | +11.4% | +56.6% | -45.2% | +4.7% |
| 1Y | +25.9% | +49.6% | -23.7% | +19.0% |
| 3Y | +119.9% | +61.5% | +58.4% | +102.5% |
| All | +62.6% | +120.6% | -58.0% | +35.8% |
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