+109.5%
CF vs EAT
+368.3%
-258.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -0.9% | -3.9% | +3.1% | -0.7% |
| 30D | +6.9% | +5.0% | +2.0% | +6.5% |
| 3M | +4.8% | -9.6% | +14.5% | +5.2% |
| 6M | +4.7% | +46.8% | -42.1% | +1.8% |
| YTD | +56.5% | +41.8% | +14.7% | +51.5% |
| 1Y | +48.4% | +98.3% | -49.9% | +38.7% |
| 3Y | +59.1% | +503.1% | -443.9% | +32.5% |
| 5Y | +109.5% | +356.7% | -247.1% | +79.5% |
| All | +109.5% | +368.3% | -258.8% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling