+695.4%
O vs CF
+5,948.3%
-5,252.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | -0.7% | +6.0% | -6.8% | -2.0% |
| 30D | -1.9% | +14.8% | -16.7% | -4.9% |
| 3M | +3.8% | +14.1% | -10.2% | +0.6% |
| 6M | -4.7% | +28.5% | -33.3% | -11.3% |
| YTD | +12.5% | +74.9% | -62.5% | -2.2% |
| 1Y | +10.8% | +61.7% | -50.9% | -2.3% |
| 3Y | +28.8% | +80.3% | -51.5% | +8.3% |
| 5Y | +13.2% | +226.0% | -212.8% | -21.0% |
| 10Y | +53.5% | +569.9% | -516.4% | -15.9% |
| All | +695.4% | +5,948.3% | -5,252.9% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling