+32.8%
NET vs CF
+62.4%
-29.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -2.0% |
| 7D | -7.0% | +6.0% | -13.0% | -7.1% |
| 30D | -4.8% | +14.8% | -19.6% | -5.0% |
| 3M | +3.8% | +14.1% | -10.2% | +3.5% |
| 6M | +50.0% | +28.5% | +21.5% | +49.3% |
| YTD | +41.5% | +74.9% | -33.5% | +47.3% |
| 1Y | +32.8% | +61.7% | -28.9% | +42.1% |
| All | +32.8% | +62.4% | -29.6% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling