+78.2%
O vs CF
+546.3%
-468.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.3% | -0.9% | +4.2% | +3.4% |
| 30D | +10.3% | +6.9% | +3.4% | +8.9% |
| 3M | -3.5% | +4.8% | -8.3% | -4.7% |
| 6M | -1.3% | +4.7% | -5.9% | -2.8% |
| YTD | +10.3% | +56.5% | -46.2% | -1.1% |
| 1Y | +10.4% | +48.4% | -38.0% | -0.1% |
| 3Y | +40.0% | +59.1% | -19.2% | +22.1% |
| 5Y | +12.4% | +109.5% | -97.2% | -13.6% |
| 10Y | +78.2% | +487.0% | -408.8% | +6.5% |
| All | +78.2% | +546.3% | -468.1% | +6.5% |
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