+151.8%
TER vs CF
+57.7%
+94.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | -20.5% | -3.2% | -17.3% | -20.5% |
| 30D | -47.0% | +4.3% | -51.3% | -46.6% |
| 3M | -43.3% | +2.8% | -46.1% | -42.9% |
| 6M | -42.9% | +0.6% | -43.5% | -42.6% |
| YTD | +12.9% | +56.6% | -43.8% | +3.2% |
| 1Y | +18.2% | +49.6% | -31.4% | +8.8% |
| 3Y | +151.8% | +61.5% | +90.3% | +114.2% |
| All | +151.8% | +57.7% | +94.1% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling