+54.1%
T vs CF
+546.3%
-492.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.7% | -0.9% | +2.6% | +1.7% |
| 30D | -1.7% | +6.9% | -8.7% | -2.7% |
| 3M | -7.3% | +4.8% | -12.2% | -8.2% |
| 6M | -11.2% | +4.7% | -15.9% | -12.3% |
| YTD | -8.1% | +56.5% | -64.5% | -15.3% |
| 1Y | -8.0% | +48.4% | -56.4% | -14.6% |
| 3Y | +62.1% | +59.1% | +3.0% | +46.4% |
| 5Y | +55.7% | +109.5% | -53.8% | +28.6% |
| 10Y | +54.1% | +487.0% | -432.8% | +10.7% |
| All | +54.1% | +546.3% | -492.1% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling