+1,475.2%
NDAQ vs CF
+5,948.3%
-4,473.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.1% |
| 7D | -2.4% | +6.0% | -8.5% | -3.9% |
| 30D | +2.5% | +14.8% | -12.4% | -1.2% |
| 3M | +9.9% | +14.1% | -4.1% | +5.8% |
| 6M | +9.4% | +28.5% | -19.1% | +0.4% |
| YTD | +0.4% | +74.9% | -74.5% | -15.2% |
| 1Y | +4.0% | +61.7% | -57.7% | -10.7% |
| 3Y | +94.4% | +80.3% | +14.1% | +58.0% |
| 5Y | +56.7% | +226.0% | -169.2% | +2.5% |
| 10Y | +375.3% | +569.9% | -194.6% | +125.9% |
| All | +1,475.2% | +5,948.3% | -4,473.1% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling