+210.1%
W vs CF
+479.1%
-268.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.2% | +4.8% | -4.6% | -1.1% |
| 30D | +6.8% | +4.7% | +2.1% | +5.0% |
| 3M | +10.7% | +7.4% | +3.2% | +7.3% |
| 6M | +86.3% | +0.6% | +85.8% | +81.5% |
| YTD | +11.5% | +64.1% | -52.6% | -12.2% |
| 1Y | +5.1% | +51.4% | -46.3% | -14.9% |
| 3Y | +171.0% | +67.8% | +103.2% | +105.6% |
| 5Y | -56.6% | +114.1% | -170.8% | -73.2% |
| All | +210.1% | +479.1% | -268.9% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling