+20.9%
NDAQ vs CF
-5.0%
+25.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -2.4% |
| 7D | +1.2% | +0.4% | +0.8% | +1.3% |
| 30D | +15.8% | +2.2% | +13.6% | +16.0% |
| 3M | +13.4% | +2.1% | +11.2% | +13.1% |
| 6M | +20.9% | -6.5% | +27.4% | +20.0% |
| All | +20.9% | -5.0% | +25.9% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling