+470.7%
CF vs EL
+60.4%
+410.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +5.4% | +2.7% | +2.7% | +4.8% |
| 30D | +6.5% | +10.8% | -4.3% | +4.3% |
| 3M | +4.6% | +26.5% | -21.8% | -0.7% |
| 6M | -3.3% | +31.1% | -34.4% | -9.4% |
| YTD | +63.9% | +6.6% | +57.3% | +57.8% |
| 1Y | +50.4% | +21.8% | +28.6% | +39.5% |
| 3Y | +68.2% | +1.8% | +66.5% | +54.0% |
| 5Y | +113.8% | -65.6% | +179.4% | +183.5% |
| All | +470.7% | +60.4% | +410.3% | +261.2% |
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 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