+99.1%
V vs CF
+120.6%
-21.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +2.2% | -3.2% | +5.4% | +2.4% |
| 30D | +13.6% | +4.3% | +9.3% | +13.2% |
| 3M | +14.3% | +2.8% | +11.5% | +13.9% |
| 6M | +33.1% | +0.6% | +32.5% | +32.7% |
| YTD | +21.2% | +56.6% | -35.4% | +15.7% |
| 1Y | +26.4% | +49.6% | -23.2% | +21.1% |
| 3Y | +77.6% | +61.5% | +16.1% | +67.0% |
| All | +99.1% | +120.6% | -21.5% | +68.6% |
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