+17.4%
PM vs CF
+62.4%
-45.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.9% |
| 7D | -4.9% | +6.0% | -10.9% | -5.0% |
| 30D | -3.4% | +14.8% | -18.2% | -3.8% |
| 3M | +5.2% | +14.1% | -8.9% | +4.7% |
| 6M | +3.7% | +28.5% | -24.8% | +3.8% |
| YTD | +15.8% | +74.9% | -59.2% | +11.3% |
| 1Y | +17.4% | +61.7% | -44.3% | +13.5% |
| All | +17.4% | +62.4% | -45.1% | +13.5% |
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