+38.1%
O vs CF
+57.7%
-19.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +3.7% | -3.2% | +6.9% | +3.8% |
| 30D | +11.2% | +4.3% | +6.9% | +11.0% |
| 3M | -4.0% | +2.8% | -6.8% | -4.1% |
| 6M | -5.2% | +0.6% | -5.9% | -5.4% |
| YTD | +9.5% | +56.6% | -47.2% | +5.4% |
| 1Y | +10.6% | +49.6% | -39.0% | +6.8% |
| 3Y | +38.1% | +61.5% | -23.4% | +29.9% |
| All | +38.1% | +57.7% | -19.6% | +29.9% |
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