+145.6%
W vs CF
+56.6%
+88.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +6.2% | -14.4% | -7.6% |
| 7D | -5.6% | +0.4% | -6.0% | -5.3% |
| 30D | +7.5% | +2.2% | +5.3% | +8.0% |
| 3M | +5.4% | +2.1% | +3.3% | +5.8% |
| 6M | +79.4% | -6.5% | +85.9% | +80.8% |
| YTD | +12.9% | +55.6% | -42.6% | -2.5% |
| 1Y | +12.4% | +42.3% | -29.9% | -0.4% |
| All | +145.6% | +56.6% | +88.9% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling