-69.4%
U vs CF
+227.0%
-296.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.6% |
| 7D | -3.8% | +6.0% | -9.8% | -4.6% |
| 30D | +17.5% | +14.8% | +2.6% | +15.3% |
| 3M | +38.7% | +14.1% | +24.7% | +35.9% |
| 6M | +104.4% | +28.5% | +75.9% | +92.1% |
| YTD | -5.7% | +74.9% | -80.6% | -17.0% |
| 1Y | +3.7% | +61.7% | -58.0% | -7.3% |
| 3Y | +12.3% | +80.3% | -68.0% | -4.9% |
| All | -69.4% | +227.0% | -296.4% | -81.3% |
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 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