-25.6%
TER vs CF
-9.1%
-16.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.4% | -2.4% | -8.1% |
| 7D | -19.9% | -6.9% | -13.0% | -21.5% |
| 30D | -43.5% | -3.7% | -39.8% | -44.0% |
| 3M | -37.8% | -5.0% | -32.8% | -38.2% |
| 6M | -25.6% | -10.5% | -15.1% | -26.9% |
| All | -25.6% | -9.1% | -16.5% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling