+580.6%
CF vs EAT
+392.1%
+188.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +14.8% | +1.9% | +13.0% | +14.3% |
| 3M | +14.1% | +68.7% | -54.6% | +1.8% |
| 6M | +28.5% | +66.9% | -38.4% | +13.1% |
| YTD | +74.9% | +60.4% | +14.5% | +54.6% |
| 1Y | +61.7% | +44.0% | +17.7% | +45.2% |
| 3Y | +80.3% | +604.7% | -524.4% | +5.4% |
| 5Y | +226.0% | +347.0% | -121.1% | +101.2% |
| All | +580.6% | +392.1% | +188.5% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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