+113.8%
RF vs CF
+47.5%
+66.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +1.6% |
| 7D | +2.3% | -6.9% | +9.1% | +2.4% |
| 30D | +7.2% | -3.7% | +11.0% | +7.3% |
| 3M | -8.2% | -5.0% | -3.3% | -8.1% |
| 6M | +7.0% | -10.5% | +17.5% | +7.3% |
| YTD | +10.3% | +46.5% | -36.2% | +3.0% |
| 1Y | +25.1% | +34.8% | -9.8% | +18.1% |
| All | +113.8% | +47.5% | +66.3% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling