-0.3%
SPOT vs CF
+35.9%
-36.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +4.7% |
| 7D | +16.6% | -6.9% | +23.4% | +16.9% |
| 30D | +29.9% | -3.7% | +33.7% | +30.1% |
| 3M | +31.3% | -5.0% | +36.2% | +31.6% |
| 6M | +43.2% | -10.5% | +53.7% | +43.6% |
| YTD | +8.1% | +46.5% | -38.4% | +7.3% |
| 1Y | -0.3% | +34.8% | -35.1% | -0.4% |
| All | -0.3% | +35.9% | -36.2% | -0.4% |
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 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