+6.6%
SO vs CF
+50.8%
-44.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | -0.1% | +4.8% | -4.9% | -0.4% |
| 30D | +8.7% | +9.7% | -1.0% | +8.0% |
| 3M | +3.4% | +1.2% | +2.1% | +3.2% |
| 6M | +3.7% | +7.4% | -3.7% | +3.1% |
| YTD | +10.0% | +60.5% | -50.5% | +2.2% |
| 1Y | +6.6% | +50.7% | -44.2% | -0.8% |
| All | +6.6% | +50.8% | -44.2% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling