+50.7%
CF vs EAT
+88.8%
-38.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +2.0% |
| 7D | +4.8% | -5.9% | +10.7% | +3.9% |
| 30D | +9.7% | +0.7% | +9.0% | +9.9% |
| 3M | +1.2% | -14.2% | +15.5% | -0.5% |
| 6M | +7.4% | +40.7% | -33.4% | +16.5% |
| YTD | +60.5% | +36.0% | +24.6% | +71.6% |
| 1Y | +50.7% | +83.1% | -32.3% | +67.2% |
| All | +50.7% | +88.8% | -38.0% | +67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling