+686.6%
P vs CF
+561.7%
+124.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +3.4% |
| 7D | -23.8% | -3.2% | -20.6% | -23.4% |
| 30D | -36.6% | +4.3% | -40.9% | -37.7% |
| 3M | +10.9% | +2.8% | +8.1% | +8.7% |
| 6M | +30.0% | +0.6% | +29.4% | +27.1% |
| YTD | +44.4% | +56.6% | -12.2% | +21.0% |
| 1Y | +3.9% | +49.6% | -45.7% | -11.9% |
| 3Y | +176.6% | +61.5% | +115.1% | +120.1% |
| 5Y | +249.3% | +124.0% | +125.3% | +125.1% |
| All | +686.6% | +561.7% | +124.9% | +230.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling