+68.7%
RF vs CF
+4,965.4%
-4,896.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.9% |
| 7D | +2.3% | -6.9% | +9.1% | +4.4% |
| 30D | +7.2% | -3.7% | +11.0% | +8.3% |
| 3M | -8.2% | -5.0% | -3.3% | -7.5% |
| 6M | +7.0% | -10.5% | +17.5% | +8.9% |
| YTD | +10.3% | +46.5% | -36.2% | -7.1% |
| 1Y | +25.1% | +34.8% | -9.8% | +8.1% |
| 3Y | +110.3% | +46.7% | +63.6% | +70.9% |
| 5Y | +47.1% | +112.0% | -64.9% | -0.9% |
| 10Y | +297.9% | +529.7% | -231.8% | +82.2% |
| All | +68.7% | +4,965.4% | -4,896.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling