+471.5%
CF vs EAT
+333.9%
+137.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | +0.2% |
| 7D | +10.4% | -8.9% | +19.3% | +12.3% |
| 30D | +7.6% | +3.4% | +4.2% | +6.3% |
| 3M | +5.2% | -9.3% | +14.5% | +6.2% |
| 6M | -0.1% | +43.8% | -43.9% | -8.9% |
| YTD | +61.7% | +39.9% | +21.8% | +45.7% |
| 1Y | +50.3% | +89.7% | -39.4% | +25.8% |
| 3Y | +66.0% | +491.3% | -425.3% | +0.2% |
| 5Y | +114.5% | +365.4% | -250.9% | +28.7% |
| 10Y | +471.5% | +325.9% | +145.6% | +201.4% |
| All | +471.5% | +333.9% | +137.6% | +201.4% |
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