+327.1%
NET vs CF
+73.9%
+253.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.6% |
| 7D | -7.0% | +6.0% | -13.0% | -7.8% |
| 30D | -4.8% | +14.8% | -19.6% | -6.7% |
| 3M | +3.8% | +14.1% | -10.2% | +1.6% |
| 6M | +50.0% | +28.5% | +21.5% | +42.1% |
| YTD | +41.5% | +74.9% | -33.5% | +26.1% |
| 1Y | +32.8% | +61.7% | -28.9% | +20.3% |
| All | +327.1% | +73.9% | +253.1% | +272.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling