-63.1%
W vs CF
+227.0%
-290.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.8% | +2.6% |
| 7D | -4.2% | +6.0% | -10.2% | -4.4% |
| 30D | -7.6% | +14.8% | -22.4% | -8.1% |
| 3M | +37.2% | +14.1% | +23.1% | +36.2% |
| 6M | +26.3% | +28.5% | -2.2% | +20.6% |
| YTD | -1.0% | +74.9% | -75.9% | -10.9% |
| 1Y | +20.1% | +61.7% | -41.6% | +9.4% |
| 3Y | +37.8% | +80.3% | -42.5% | +21.7% |
| All | -63.1% | +227.0% | -290.1% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling