+202.8%
TER vs CF
+227.0%
-24.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +5.7% |
| 7D | +0.6% | +6.0% | -5.4% | +0.2% |
| 30D | -8.3% | +14.8% | -23.1% | -9.1% |
| 3M | -12.2% | +14.1% | -26.3% | -13.1% |
| 6M | +17.1% | +28.5% | -11.5% | +11.6% |
| YTD | +84.7% | +74.9% | +9.7% | +66.8% |
| 1Y | +199.9% | +61.7% | +138.2% | +173.8% |
| 3Y | +232.8% | +80.3% | +152.4% | +192.2% |
| All | +202.8% | +227.0% | -24.1% | +144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling