+568.0%
CF vs EL
+56.3%
+511.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -3.2% | +0.8% | -3.9% | -3.5% |
| 30D | +4.3% | +16.5% | -12.2% | +1.2% |
| 3M | +2.8% | +29.2% | -26.4% | -2.8% |
| 6M | +0.6% | +27.9% | -27.3% | -5.3% |
| YTD | +56.6% | +6.2% | +50.4% | +50.9% |
| 1Y | +49.6% | +27.2% | +22.4% | +37.2% |
| 3Y | +61.5% | +3.2% | +58.3% | +47.0% |
| 5Y | +124.0% | -66.0% | +189.9% | +198.0% |
| All | +568.0% | +56.3% | +511.7% | +352.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling