+64.8%
CF vs ED
+47.3%
+17.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +4.8% | +2.1% | +2.6% | +4.4% |
| 30D | +9.7% | +12.4% | -2.7% | +7.5% |
| 3M | +1.2% | +13.1% | -11.9% | -0.9% |
| 6M | +7.4% | +14.1% | -6.7% | +5.0% |
| YTD | +60.5% | +23.1% | +37.5% | +55.6% |
| 1Y | +50.7% | +25.4% | +25.3% | +45.7% |
| 3Y | +64.8% | +47.9% | +16.9% | +47.8% |
| All | +64.8% | +47.3% | +17.5% | +47.8% |
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