+570.5%
XYZ vs CF
+207.7%
+362.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.4% | +19.7% | +16.4% |
| 7D | +16.5% | -6.9% | +23.4% | +18.3% |
| 30D | +15.0% | -3.7% | +18.7% | +15.6% |
| 3M | +3.5% | -5.0% | +8.5% | +3.9% |
| 6M | +21.9% | -10.5% | +32.3% | +22.9% |
| YTD | +34.6% | +46.5% | -11.9% | +14.6% |
| 1Y | +20.7% | +34.8% | -14.1% | +5.2% |
| 3Y | +80.0% | +46.7% | +33.3% | +48.7% |
| 5Y | -64.6% | +112.0% | -176.6% | -75.4% |
| 10Y | +619.5% | +529.7% | +89.8% | +270.8% |
| All | +570.5% | +207.7% | +362.7% | +239.9% |
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