+543.0%
XYZ vs CF
+226.7%
+316.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.2% | -10.3% | -5.6% |
| 7D | +9.2% | +0.4% | +8.8% | +8.7% |
| 30D | +9.8% | +2.2% | +7.6% | +8.7% |
| 3M | -0.2% | +2.1% | -2.3% | -1.7% |
| 6M | +18.0% | -6.5% | +24.5% | +17.7% |
| YTD | +29.1% | +55.6% | -26.4% | +8.2% |
| 1Y | +14.1% | +42.3% | -28.2% | -2.0% |
| 3Y | +72.6% | +55.7% | +16.9% | +40.4% |
| 5Y | -64.6% | +122.4% | -187.0% | -75.7% |
| 10Y | +590.0% | +568.5% | +21.4% | +250.1% |
| All | +543.0% | +226.7% | +316.3% | +220.9% |
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