+49.6%
CF vs EAT
+98.1%
-48.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.3% |
| 7D | -3.2% | -2.6% | -0.5% | -3.5% |
| 30D | +4.3% | +11.5% | -7.1% | +6.0% |
| 3M | +2.8% | -9.1% | +11.9% | +1.8% |
| 6M | +0.6% | +40.4% | -39.8% | +8.7% |
| YTD | +56.6% | +43.9% | +12.7% | +68.5% |
| 1Y | +49.6% | +101.9% | -52.3% | +68.0% |
| All | +49.6% | +98.1% | -48.5% | +68.0% |
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 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