+365.1%
SE vs CF
+303.8%
+61.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.2% | -11.9% | -6.7% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | -21.7% | +2.2% | -23.8% | -22.1% |
| 3M | -34.2% | +2.1% | -36.3% | -34.9% |
| 6M | -10.5% | -6.5% | -3.9% | -10.4% |
| YTD | -40.7% | +55.6% | -96.3% | -47.9% |
| 1Y | -52.1% | +42.3% | -94.4% | -57.1% |
| 3Y | +68.9% | +55.7% | +13.1% | +45.4% |
| 5Y | -78.9% | +122.4% | -201.3% | -84.3% |
| All | +365.1% | +303.8% | +61.4% | +155.5% |
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 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