+1,642.8%
NDAQ vs CF
+5,277.9%
-3,635.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -4.1% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | +15.8% | +2.2% | +13.6% | +14.9% |
| 3M | +13.4% | +2.1% | +11.2% | +12.0% |
| 6M | +20.9% | -6.5% | +27.4% | +21.3% |
| YTD | +11.1% | +55.6% | -44.5% | -3.9% |
| 1Y | +26.5% | +42.3% | -15.8% | +11.8% |
| 3Y | +121.5% | +55.7% | +65.7% | +86.4% |
| 5Y | +61.3% | +122.4% | -61.1% | +17.0% |
| 10Y | +480.0% | +568.5% | -88.5% | +174.5% |
| All | +1,642.8% | +5,277.9% | -3,635.1% | +232.7% |
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