+5,294.5%
CF vs EAT
+1,059.7%
+4,234.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +7.0% |
| 7D | +0.4% | -3.3% | +3.7% | +0.9% |
| 30D | +2.2% | +11.7% | -9.5% | -0.9% |
| 3M | +2.1% | -5.9% | +8.0% | +2.5% |
| 6M | -6.5% | +46.7% | -53.3% | -16.1% |
| YTD | +55.6% | +48.2% | +7.4% | +36.7% |
| 1Y | +42.3% | +105.4% | -63.1% | +14.9% |
| 3Y | +55.7% | +502.8% | -447.0% | -9.3% |
| 5Y | +122.4% | +376.3% | -253.9% | +28.3% |
| 10Y | +568.5% | +400.0% | +168.6% | +216.6% |
| All | +5,294.5% | +1,059.7% | +4,234.8% | +1,652.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling