+49.2%
CF vs EL
+26.4%
+22.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.6% |
| 7D | +4.8% | +7.6% | -2.9% | +6.6% |
| 30D | +9.7% | +15.7% | -6.0% | +13.4% |
| 3M | +1.2% | +30.5% | -29.3% | +7.9% |
| 6M | +7.4% | +32.5% | -25.2% | +15.6% |
| YTD | +60.5% | +9.4% | +51.1% | +75.6% |
| All | +49.2% | +26.4% | +22.8% | +58.2% |
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 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