+13.2%
W vs CF
+46.5%
-33.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.1% |
| 7D | -3.6% | -3.2% | -0.4% | -4.3% |
| 30D | +7.0% | +4.3% | +2.6% | +10.0% |
| 3M | +7.4% | +2.8% | +4.6% | +10.7% |
| 6M | +69.3% | +0.6% | +68.7% | +76.1% |
| YTD | +11.3% | +56.6% | -45.3% | -1.6% |
| 1Y | +13.2% | +49.6% | -36.4% | +1.2% |
| All | +13.2% | +46.5% | -33.3% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling