+1,381.0%
NET vs CF
+166.9%
+1,214.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -2.0% |
| 7D | -16.4% | -6.9% | -9.5% | -15.7% |
| 30D | -25.8% | -3.7% | -22.1% | -25.6% |
| 3M | -11.5% | -5.0% | -6.6% | -11.3% |
| 6M | +18.9% | -10.5% | +29.4% | +19.9% |
| YTD | +35.2% | +46.5% | -11.3% | +26.2% |
| 1Y | +14.5% | +34.8% | -20.4% | +8.1% |
| 3Y | +313.8% | +46.7% | +267.1% | +282.1% |
| 5Y | +32.6% | +112.0% | -79.4% | +19.3% |
| All | +1,381.0% | +166.9% | +1,214.1% | +1,432.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling