+272.5%
RF vs CF
+561.7%
-289.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | -0.9% | -3.2% | +2.3% | 0.0% |
| 30D | +6.0% | +4.3% | +1.7% | +4.0% |
| 3M | -8.9% | +2.8% | -11.7% | -10.7% |
| 6M | +2.3% | +0.6% | +1.7% | -0.1% |
| YTD | +7.6% | +56.6% | -49.1% | -15.2% |
| 1Y | +21.2% | +49.6% | -28.5% | -2.7% |
| 3Y | +108.5% | +61.5% | +47.0% | +54.1% |
| 5Y | +43.2% | +124.0% | -80.7% | -20.0% |
| All | +272.5% | +561.7% | -289.2% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling