+112.5%
NET vs CF
+227.0%
-114.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.4% |
| 7D | -7.0% | +6.0% | -13.0% | -8.1% |
| 30D | -4.8% | +14.8% | -19.6% | -7.5% |
| 3M | +3.8% | +14.1% | -10.2% | +0.8% |
| 6M | +50.0% | +28.5% | +21.5% | +40.3% |
| YTD | +41.5% | +74.9% | -33.5% | +23.2% |
| 1Y | +32.8% | +61.7% | -28.9% | +17.5% |
| 3Y | +335.9% | +80.3% | +255.6% | +268.5% |
| All | +112.5% | +227.0% | -114.5% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling