+237.3%
P vs CF
+125.5%
+111.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +6.2% | -22.6% | -16.8% |
| 7D | -31.9% | +0.4% | -32.3% | -31.9% |
| 30D | -36.5% | +2.2% | -38.7% | -36.7% |
| 3M | +11.6% | +2.1% | +9.5% | +10.9% |
| 6M | +25.2% | -6.5% | +31.7% | +25.1% |
| YTD | +39.4% | +55.6% | -16.1% | +29.6% |
| 1Y | -3.7% | +42.3% | -46.0% | -9.5% |
| 3Y | +167.3% | +55.7% | +111.5% | +143.1% |
| 5Y | +237.3% | +122.4% | +114.9% | +159.1% |
| All | +237.3% | +125.5% | +111.9% | +159.1% |
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