+1,001.8%
TER vs CF
+546.3%
+455.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.1% | +12.8% | +12.8% |
| 7D | -5.8% | -0.9% | -4.9% | -5.8% |
| 30D | -38.9% | +6.9% | -45.8% | -40.0% |
| 3M | -35.1% | +4.8% | -40.0% | -36.4% |
| 6M | -31.6% | +4.7% | -36.2% | -33.3% |
| YTD | +27.2% | +56.5% | -29.2% | +7.6% |
| 1Y | +35.2% | +48.4% | -13.2% | +15.9% |
| 3Y | +192.8% | +59.1% | +133.7% | +139.4% |
| 5Y | +72.4% | +109.5% | -37.1% | +21.9% |
| 10Y | +1,001.8% | +487.0% | +514.9% | +457.4% |
| All | +1,001.8% | +546.3% | +455.6% | +457.4% |
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