-9.3%
T vs CF
+27.0%
-36.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.9% |
| 7D | -1.3% | +6.0% | -7.3% | -1.3% |
| 30D | +11.4% | +14.8% | -3.5% | +11.1% |
| 3M | +14.3% | +14.1% | +0.2% | +13.9% |
| 6M | -9.3% | +28.5% | -37.8% | -8.8% |
| All | -9.3% | +27.0% | -36.2% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling