+584.4%
SO vs CF
+4,965.4%
-4,381.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | +1.7% | -6.9% | +8.6% | +2.3% |
| 30D | +11.1% | -3.7% | +14.9% | +11.5% |
| 3M | +0.7% | -5.0% | +5.6% | +1.0% |
| 6M | -1.4% | -10.5% | +9.1% | -0.7% |
| YTD | +9.4% | +46.5% | -37.1% | +5.1% |
| 1Y | +3.7% | +34.8% | -31.1% | +0.3% |
| 3Y | +46.7% | +46.7% | 0.0% | +39.6% |
| 5Y | +78.9% | +112.0% | -33.1% | +62.2% |
| 10Y | +180.3% | +529.7% | -349.4% | +124.7% |
| All | +584.4% | +4,965.4% | -4,381.0% | +300.6% |
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