+14.5%
NET vs CF
+35.9%
-21.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -2.7% |
| 7D | -16.4% | -6.9% | -9.5% | -16.5% |
| 30D | -25.8% | -3.7% | -22.1% | -25.9% |
| 3M | -11.5% | -5.0% | -6.6% | -11.6% |
| 6M | +18.9% | -10.5% | +29.4% | +18.6% |
| YTD | +35.2% | +46.5% | -11.3% | +51.8% |
| 1Y | +14.5% | +34.8% | -20.4% | +30.4% |
| All | +14.5% | +35.9% | -21.4% | +30.4% |
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