+11.1%
O vs CF
+125.5%
-114.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | +0.1% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +10.2% | +2.2% | +8.0% | +10.0% |
| 3M | -3.8% | +2.1% | -5.9% | -4.0% |
| 6M | -3.8% | -6.5% | +2.7% | -3.6% |
| YTD | +10.3% | +55.6% | -45.2% | +5.4% |
| 1Y | +11.9% | +42.3% | -30.4% | +7.7% |
| 3Y | +38.1% | +55.7% | -17.6% | +30.6% |
| 5Y | +11.1% | +122.4% | -111.3% | -4.8% |
| All | +11.1% | +125.5% | -114.4% | -4.8% |
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 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