+599.6%
XYZ vs CF
+569.3%
+30.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.1% |
| 7D | -1.0% | +6.0% | -7.0% | -2.6% |
| 30D | -1.7% | +14.8% | -16.6% | -5.7% |
| 3M | +16.7% | +14.1% | +2.7% | +11.6% |
| 6M | +26.9% | +28.5% | -1.7% | +13.0% |
| YTD | +27.1% | +74.9% | -47.8% | +2.2% |
| 1Y | +9.3% | +61.7% | -52.4% | -10.2% |
| 3Y | +42.3% | +80.3% | -38.1% | +9.0% |
| 5Y | -69.3% | +226.0% | -295.3% | -82.5% |
| All | +599.6% | +569.3% | +30.2% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling