+589.4%
SE vs CF
+354.1%
+235.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | -6.1% | +6.0% | -12.1% | -7.1% |
| 30D | -2.5% | +14.8% | -17.3% | -5.1% |
| 3M | +21.7% | +14.1% | +7.7% | +18.1% |
| 6M | +27.0% | +28.5% | -1.5% | +18.0% |
| YTD | -12.1% | +74.9% | -87.1% | -24.1% |
| 1Y | -40.9% | +61.7% | -102.6% | -48.2% |
| 3Y | +191.0% | +80.3% | +110.7% | +144.3% |
| 5Y | -68.3% | +226.0% | -294.3% | -78.7% |
| All | +589.4% | +354.1% | +235.3% | +272.4% |
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