+3,422.7%
V vs CF
+585.4%
+2,837.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.4% | +8.2% | +4.8% |
| 7D | +9.0% | -6.9% | +15.9% | +10.5% |
| 30D | +18.1% | -3.7% | +21.8% | +18.8% |
| 3M | +18.3% | -5.0% | +23.3% | +19.0% |
| 6M | +34.1% | -10.5% | +44.6% | +35.9% |
| YTD | +25.2% | +46.5% | -21.3% | +12.2% |
| 1Y | +29.3% | +34.8% | -5.5% | +17.9% |
| 3Y | +83.4% | +46.7% | +36.7% | +60.4% |
| 5Y | +117.2% | +112.0% | +5.2% | +65.8% |
| 10Y | +483.0% | +529.7% | -46.7% | +220.1% |
| All | +3,422.7% | +585.4% | +2,837.2% | +1,295.3% |
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 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