-72.7%
U vs CF
+115.5%
-188.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | +16.9% | +10.4% | +6.6% | +15.8% |
| 30D | +6.4% | +7.6% | -1.2% | +5.4% |
| 3M | +13.2% | +5.2% | +8.0% | +12.2% |
| 6M | +84.8% | -0.1% | +84.9% | +83.7% |
| YTD | +12.4% | +61.7% | -49.3% | +0.5% |
| 1Y | +19.8% | +50.3% | -30.5% | +8.5% |
| 3Y | +83.8% | +66.0% | +17.8% | +58.6% |
| 5Y | -72.7% | +114.5% | -187.3% | -81.6% |
| All | -72.7% | +115.5% | -188.3% | -81.6% |
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