+557.5%
P vs CF
+210.5%
+347.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -3.9% |
| 7D | -19.4% | -6.9% | -12.5% | -18.0% |
| 30D | -22.3% | -3.7% | -18.6% | -21.8% |
| 3M | +33.2% | -5.0% | +38.1% | +33.7% |
| 6M | +53.6% | -10.5% | +64.1% | +55.4% |
| YTD | +66.8% | +46.5% | +20.3% | +44.6% |
| 1Y | +17.5% | +34.8% | -17.3% | +4.1% |
| 3Y | +219.7% | +46.7% | +173.0% | +167.3% |
| 5Y | +307.8% | +112.0% | +195.8% | +182.2% |
| 10Y | +855.3% | +529.7% | +325.6% | +370.5% |
| All | +557.5% | +210.5% | +347.0% | +241.3% |
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