+49.6%
CF vs EL
+22.5%
+27.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +1.2% |
| 7D | -3.2% | +0.8% | -3.9% | -2.9% |
| 30D | +4.3% | +16.5% | -12.2% | +8.1% |
| 3M | +2.8% | +29.2% | -26.4% | +9.4% |
| 6M | +0.6% | +27.9% | -27.3% | +7.4% |
| YTD | +56.6% | +6.2% | +50.4% | +70.0% |
| 1Y | +49.6% | +27.2% | +22.4% | +54.9% |
| All | +49.6% | +22.5% | +27.1% | +54.9% |
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