+53.4%
T vs CF
+125.5%
-72.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -0.5% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | -9.7% | +2.2% | -11.9% | -9.8% |
| 3M | -4.3% | +2.1% | -6.4% | -4.6% |
| 6M | -13.7% | -6.5% | -7.1% | -13.5% |
| YTD | -8.0% | +55.6% | -63.5% | -11.6% |
| 1Y | -6.9% | +42.3% | -49.2% | -10.0% |
| 3Y | +59.7% | +55.7% | +4.0% | +51.4% |
| 5Y | +53.4% | +122.4% | -69.0% | +35.2% |
| All | +53.4% | +125.5% | -72.0% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling