+61.7%
CF vs EL
+14.8%
+46.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -2.7% |
| 7D | +6.0% | +0.8% | +5.2% | +6.2% |
| 30D | +14.8% | +19.8% | -5.0% | +18.8% |
| 3M | +14.1% | +25.7% | -11.7% | +19.4% |
| 6M | +28.5% | +5.4% | +23.1% | +37.5% |
| YTD | +74.9% | +0.2% | +74.7% | +86.4% |
| 1Y | +61.7% | +20.4% | +41.2% | +67.2% |
| All | +61.7% | +14.8% | +46.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling