-40.4%
TER vs CF
-5.0%
-35.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +6.2% | -21.4% | -12.7% |
| 7D | -28.2% | +0.4% | -28.6% | -27.2% |
| 30D | -50.6% | +2.2% | -52.8% | -49.5% |
| 3M | -45.3% | +2.1% | -47.5% | -43.9% |
| 6M | -40.4% | -6.5% | -33.8% | -39.9% |
| All | -40.4% | -5.0% | -35.4% | -39.9% |
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