+4,981.1%
CF vs ED
+523.7%
+4,457.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -5.5% |
| 7D | -6.9% | +5.4% | -12.3% | -8.8% |
| 30D | -3.7% | +16.4% | -20.1% | -9.3% |
| 3M | -5.0% | +11.9% | -16.8% | -9.1% |
| 6M | -10.5% | +11.6% | -22.0% | -14.3% |
| YTD | +46.5% | +24.1% | +22.4% | +34.4% |
| 1Y | +34.8% | +26.9% | +7.9% | +22.4% |
| 3Y | +46.7% | +47.9% | -1.2% | +23.2% |
| 5Y | +112.0% | +87.5% | +24.5% | +57.9% |
| 10Y | +529.7% | +133.2% | +396.5% | +283.8% |
| All | +4,981.1% | +523.7% | +4,457.4% | +1,202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling