+577.4%
CF vs EL
+31.9%
+545.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -3.8% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +14.8% | +19.8% | -5.0% | +10.4% |
| 3M | +14.1% | +25.7% | -11.7% | +8.3% |
| 6M | +28.5% | +5.4% | +23.1% | +25.2% |
| YTD | +74.9% | +0.2% | +74.7% | +71.0% |
| 1Y | +61.7% | +20.4% | +41.2% | +49.6% |
| 3Y | +80.3% | -32.1% | +112.5% | +87.3% |
| 5Y | +226.0% | -67.2% | +293.2% | +332.7% |
| All | +577.4% | +31.9% | +545.5% | +367.5% |
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