+47.1%
RF vs CF
+111.0%
-63.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.1% |
| 7D | +2.3% | -6.9% | +9.1% | +3.1% |
| 30D | +7.2% | -3.7% | +11.0% | +7.7% |
| 3M | -8.2% | -5.0% | -3.3% | -7.9% |
| 6M | +7.0% | -10.5% | +17.5% | +7.9% |
| YTD | +10.3% | +46.5% | -36.2% | -0.1% |
| 1Y | +25.1% | +34.8% | -9.8% | +15.1% |
| 3Y | +110.3% | +46.7% | +63.6% | +85.4% |
| 5Y | +47.1% | +112.0% | -64.9% | +8.5% |
| All | +47.1% | +111.0% | -63.9% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling