+995.4%
TER vs CF
+479.1%
+516.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +14.4% | +4.8% | +9.6% | +13.3% |
| 30D | -30.6% | +4.7% | -35.3% | -31.5% |
| 3M | -39.2% | +7.4% | -46.6% | -40.6% |
| 6M | -31.3% | +0.6% | -31.9% | -32.3% |
| YTD | +29.1% | +64.1% | -35.0% | +8.2% |
| 1Y | +47.4% | +51.4% | -4.0% | +26.1% |
| 3Y | +191.2% | +67.8% | +123.4% | +135.5% |
| 5Y | +74.0% | +114.1% | -40.1% | +22.8% |
| All | +995.4% | +479.1% | +516.4% | +449.3% |
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