0.0%
W vs CF
+50.8%
-50.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -2.4% |
| 7D | +1.1% | +4.8% | -3.7% | +4.1% |
| 30D | +6.4% | +9.7% | -3.3% | +12.2% |
| 3M | +9.0% | +1.2% | +7.7% | +11.6% |
| 6M | +69.8% | +7.4% | +62.4% | +80.8% |
| YTD | +12.1% | +60.5% | -48.5% | +2.0% |
| 1Y | 0.0% | +50.7% | -50.7% | -9.0% |
| All | 0.0% | +50.8% | -50.8% | -9.0% |
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