+264.0%
SPOT vs CF
+345.7%
-81.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | +0.1% | -2.7% |
| 7D | -0.9% | +6.0% | -6.9% | -1.7% |
| 30D | +12.5% | +14.8% | -2.4% | +10.3% |
| 3M | +9.9% | +14.1% | -4.2% | +7.7% |
| 6M | +1.6% | +28.5% | -27.0% | -3.2% |
| YTD | -6.6% | +74.9% | -81.5% | -15.1% |
| 1Y | -22.9% | +61.7% | -84.6% | -29.3% |
| 3Y | +244.3% | +80.3% | +163.9% | +204.6% |
| 5Y | +117.8% | +226.0% | -108.2% | +65.6% |
| All | +264.0% | +345.7% | -81.7% | +156.7% |
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