+1,683.2%
TER vs CF
+569.3%
+1,113.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +6.2% |
| 7D | +0.6% | +6.0% | -5.4% | -0.7% |
| 30D | -8.3% | +14.8% | -23.1% | -11.2% |
| 3M | -12.2% | +14.1% | -26.3% | -15.2% |
| 6M | +17.1% | +28.5% | -11.5% | +6.4% |
| YTD | +84.7% | +74.9% | +9.7% | +54.1% |
| 1Y | +199.9% | +61.7% | +138.2% | +154.5% |
| 3Y | +232.8% | +80.3% | +152.4% | +166.9% |
| 5Y | +198.6% | +226.0% | -27.4% | +86.8% |
| All | +1,683.2% | +569.3% | +1,113.8% | +823.6% |
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