+12.4%
O vs CF
+112.3%
-99.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 3M | -3.5% | +4.8% | -8.3% | -3.9% |
| 6M | -1.3% | +4.7% | -5.9% | -1.8% |
| YTD | +10.3% | +56.5% | -46.2% | +5.3% |
| 1Y | +10.4% | +48.4% | -38.0% | +5.9% |
| 3Y | +40.0% | +59.1% | -19.2% | +32.0% |
| 5Y | +12.4% | +109.5% | -97.2% | -2.8% |
| All | +12.4% | +112.3% | -99.9% | -2.8% |
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