+90.1%
RF vs CF
+227.0%
-136.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.4% |
| 7D | +1.3% | +6.0% | -4.7% | +0.4% |
| 30D | -3.6% | +14.8% | -18.5% | -5.6% |
| 3M | +8.1% | +14.1% | -6.0% | +5.7% |
| 6M | +11.5% | +28.5% | -17.1% | +4.8% |
| YTD | +15.6% | +74.9% | -59.4% | +1.7% |
| 1Y | +15.7% | +61.7% | -46.0% | +3.3% |
| 3Y | +86.9% | +80.3% | +6.6% | +58.9% |
| All | +90.1% | +227.0% | -136.9% | +19.3% |
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