+57.0%
T vs CF
+117.5%
-60.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.5% |
| 7D | +1.6% | +5.4% | -3.7% | +1.3% |
| 30D | -2.9% | +6.5% | -9.5% | -3.4% |
| 3M | -7.5% | +4.6% | -12.1% | -7.9% |
| 6M | -9.9% | -3.3% | -6.6% | -9.9% |
| YTD | -6.4% | +63.9% | -70.3% | -10.6% |
| 1Y | -9.4% | +50.4% | -59.9% | -12.8% |
| 3Y | +64.9% | +68.2% | -3.4% | +55.2% |
| 5Y | +57.0% | +113.8% | -56.9% | +39.5% |
| All | +57.0% | +117.5% | -60.6% | +39.5% |
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