+76.3%
U vs CF
+66.4%
+9.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | +16.9% | +10.4% | +6.6% | +16.9% |
| 30D | +6.4% | +7.6% | -1.2% | +6.2% |
| 3M | +13.2% | +5.2% | +8.0% | +13.0% |
| 6M | +84.8% | -0.1% | +84.9% | +84.8% |
| YTD | +12.4% | +61.7% | -49.3% | +3.3% |
| 1Y | +19.8% | +50.3% | -30.5% | +11.4% |
| All | +76.3% | +66.4% | +9.9% | +45.3% |
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