+547.6%
SO vs CF
+5,948.3%
-5,400.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | -0.2% | +6.0% | -6.2% | -0.7% |
| 30D | -4.6% | +14.8% | -19.4% | -5.8% |
| 3M | -3.0% | +14.1% | -17.1% | -4.3% |
| 6M | -8.3% | +28.5% | -36.8% | -10.7% |
| YTD | +3.5% | +74.9% | -71.4% | -1.9% |
| 1Y | -0.9% | +61.7% | -62.6% | -5.6% |
| 3Y | +45.4% | +80.3% | -35.0% | +35.9% |
| 5Y | +59.6% | +226.0% | -166.4% | +39.2% |
| 10Y | +156.6% | +569.9% | -413.3% | +104.3% |
| All | +547.6% | +5,948.3% | -5,400.7% | +273.6% |
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