+17.5%
P vs CF
+35.9%
-18.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -5.3% |
| 7D | -19.4% | -6.9% | -12.5% | -19.7% |
| 30D | -22.3% | -3.7% | -18.6% | -22.5% |
| 3M | +33.2% | -5.0% | +38.1% | +32.3% |
| 6M | +53.6% | -10.5% | +64.1% | +51.6% |
| YTD | +66.8% | +46.5% | +20.3% | +55.8% |
| 1Y | +17.5% | +34.8% | -17.3% | +10.2% |
| All | +17.5% | +35.9% | -18.4% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling