+199.8%
TER vs CF
+62.4%
+137.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.7% | +4.4% |
| 7D | +0.6% | +6.0% | -5.4% | +2.6% |
| 30D | -8.3% | +14.8% | -23.2% | -3.8% |
| 3M | -12.2% | +14.1% | -26.3% | -7.8% |
| 6M | +17.0% | +28.5% | -11.5% | +22.1% |
| YTD | +84.6% | +74.9% | +9.7% | +89.8% |
| 1Y | +199.8% | +61.7% | +138.1% | +209.9% |
| All | +199.8% | +62.4% | +137.4% | +209.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling