+861.4%
TER vs CF
+557.2%
+304.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +6.2% | -21.4% | -16.5% |
| 7D | -28.2% | +0.4% | -28.6% | -28.5% |
| 30D | -50.6% | +2.2% | -52.8% | -51.0% |
| 3M | -45.3% | +2.1% | -47.5% | -46.1% |
| 6M | -40.4% | -6.5% | -33.8% | -40.5% |
| YTD | +10.0% | +55.6% | -45.5% | -6.7% |
| 1Y | +13.6% | +42.3% | -28.7% | -1.5% |
| 3Y | +145.2% | +55.7% | +89.5% | +101.8% |
| 5Y | +50.4% | +122.4% | -72.1% | +4.3% |
| All | +861.4% | +557.2% | +304.3% | +393.4% |
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