-54.0%
W vs CF
+125.5%
-179.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +6.2% | -14.4% | -8.3% |
| 7D | -5.6% | +0.4% | -6.0% | -5.6% |
| 30D | +7.5% | +2.2% | +5.3% | +7.5% |
| 3M | +5.4% | +2.1% | +3.3% | +5.2% |
| 6M | +79.4% | -6.5% | +85.9% | +79.7% |
| YTD | +12.9% | +55.6% | -42.6% | +2.2% |
| 1Y | +12.4% | +42.3% | -29.9% | +3.3% |
| 3Y | +128.5% | +55.7% | +72.8% | +104.0% |
| 5Y | -54.0% | +122.4% | -176.4% | -63.4% |
| All | -54.0% | +125.5% | -179.4% | -63.4% |
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