+73.0%
CF vs ED
+34.8%
+38.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.0% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +14.8% | -0.1% | +15.0% | +14.8% |
| 3M | +14.1% | +3.9% | +10.1% | +13.4% |
| 6M | +28.5% | -3.0% | +31.6% | +29.0% |
| YTD | +74.9% | +10.7% | +64.3% | +72.5% |
| 1Y | +61.7% | +13.3% | +48.3% | +58.8% |
| All | +73.0% | +34.8% | +38.2% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling