+200.6%
W vs CF
+207.3%
-6.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +6.2% | -14.4% | -9.8% |
| 7D | -5.6% | +0.4% | -6.0% | -6.1% |
| 30D | +7.5% | +2.2% | +5.3% | +6.4% |
| 3M | +5.4% | +2.1% | +3.3% | +3.5% |
| 6M | +79.4% | -6.5% | +85.9% | +77.4% |
| YTD | +12.9% | +55.6% | -42.6% | -8.4% |
| 1Y | +12.4% | +42.3% | -29.9% | -6.1% |
| 3Y | +128.5% | +55.7% | +72.8% | +80.7% |
| 5Y | -54.0% | +122.4% | -176.4% | -70.7% |
| 10Y | +248.8% | +568.5% | -319.8% | +43.7% |
| All | +200.6% | +207.3% | -6.7% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling