+217.0%
W vs CF
+494.2%
-277.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.4% |
| 7D | +1.1% | +4.8% | -3.7% | -0.5% |
| 30D | +6.4% | +9.7% | -3.3% | +3.3% |
| 3M | +9.0% | +1.2% | +7.7% | +7.3% |
| 6M | +69.8% | +7.4% | +62.4% | +61.3% |
| YTD | +12.1% | +60.5% | -48.5% | -11.2% |
| 1Y | 0.0% | +50.7% | -50.7% | -19.0% |
| 3Y | +160.3% | +64.8% | +95.5% | +98.3% |
| 5Y | -53.3% | +115.8% | -169.1% | -71.4% |
| 10Y | +217.0% | +481.0% | -264.1% | +35.3% |
| All | +217.0% | +494.2% | -277.2% | +35.3% |
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 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