+96.9%
PSX vs CF
+35.9%
+61.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -3.0% |
| 7D | -5.2% | -6.9% | +1.7% | -2.8% |
| 30D | -3.7% | -3.7% | 0.0% | -2.4% |
| 3M | +26.8% | -5.0% | +31.7% | +28.6% |
| 6M | +47.3% | -10.5% | +57.8% | +52.0% |
| YTD | +105.4% | +46.5% | +58.9% | +72.3% |
| 1Y | +96.9% | +34.8% | +62.1% | +71.7% |
| All | +96.9% | +35.9% | +61.0% | +71.7% |
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 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