+599.5%
XYZ vs CF
+561.7%
+37.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +12.1% | -3.2% | +15.3% | +12.8% |
| 30D | +12.4% | +4.3% | +8.0% | +10.6% |
| 3M | +8.2% | +2.8% | +5.4% | +6.2% |
| 6M | +20.7% | +0.6% | +20.1% | +17.9% |
| YTD | +31.3% | +56.6% | -25.3% | +7.6% |
| 1Y | +20.5% | +49.6% | -29.1% | 0.0% |
| 3Y | +72.6% | +61.5% | +11.1% | +35.2% |
| 5Y | -64.0% | +124.0% | -188.0% | -76.8% |
| All | +599.5% | +561.7% | +37.8% | +230.9% |
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 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