+471.5%
CF vs EAT
+320.8%
+150.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +4.8% | -4.0% | +8.8% | +5.6% |
| 30D | +4.7% | -2.9% | +7.6% | +4.8% |
| 3M | +7.4% | -16.9% | +24.3% | +10.5% |
| 6M | +0.6% | +57.0% | -56.4% | -10.0% |
| YTD | +64.1% | +38.2% | +25.9% | +48.2% |
| 1Y | +51.4% | +69.3% | -17.9% | +30.1% |
| 3Y | +67.8% | +483.0% | -415.2% | +1.6% |
| 5Y | +114.1% | +364.1% | -250.0% | +28.5% |
| All | +471.5% | +320.8% | +150.7% | +207.1% |
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