+2,428.2%
TER vs CF
+5,948.3%
-3,520.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.7% | +6.4% |
| 7D | +0.6% | +6.0% | -5.4% | -1.2% |
| 30D | -8.3% | +14.8% | -23.2% | -12.3% |
| 3M | -12.2% | +14.1% | -26.3% | -16.3% |
| 6M | +17.0% | +28.5% | -11.5% | +4.0% |
| YTD | +84.6% | +74.9% | +9.7% | +48.9% |
| 1Y | +199.8% | +61.7% | +138.1% | +146.4% |
| 3Y | +232.8% | +80.3% | +152.4% | +157.2% |
| 5Y | +198.6% | +226.0% | -27.4% | +79.4% |
| 10Y | +1,669.7% | +569.9% | +1,099.9% | +666.2% |
| All | +2,428.2% | +5,948.3% | -3,520.1% | +325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling