+96.1%
PSX vs CF
+53.7%
+42.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.2% |
| 7D | +6.4% | +5.4% | +1.1% | +4.6% |
| 30D | -10.2% | +6.5% | -16.7% | -12.1% |
| 3M | +17.2% | +4.6% | +12.5% | +15.1% |
| 6M | +51.8% | -3.3% | +55.1% | +52.7% |
| YTD | +108.0% | +63.9% | +44.1% | +61.5% |
| 1Y | +96.1% | +50.4% | +45.7% | +59.6% |
| All | +96.1% | +53.7% | +42.4% | +59.6% |
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