+467.4%
CF vs EL
+65.3%
+402.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | +4.8% | +7.6% | -2.9% | +3.2% |
| 30D | +9.7% | +15.7% | -6.0% | +6.6% |
| 3M | +1.2% | +30.5% | -29.3% | -4.4% |
| 6M | +7.4% | +32.5% | -25.2% | +0.3% |
| YTD | +60.5% | +9.4% | +51.1% | +53.8% |
| 1Y | +50.7% | +28.4% | +22.4% | +38.2% |
| 3Y | +64.8% | +4.4% | +60.4% | +50.1% |
| 5Y | +115.8% | -64.5% | +180.3% | +183.9% |
| All | +467.4% | +65.3% | +402.2% | +262.2% |
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