+73.0%
CF vs EL
-31.7%
+104.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -3.3% |
| 7D | +6.0% | +0.8% | +5.2% | +6.0% |
| 30D | +14.8% | +19.8% | -5.0% | +14.6% |
| 3M | +14.1% | +25.7% | -11.7% | +13.7% |
| 6M | +28.5% | +5.4% | +23.1% | +30.0% |
| YTD | +74.9% | +0.2% | +74.7% | +77.2% |
| 1Y | +61.7% | +20.4% | +41.2% | +60.3% |
| All | +73.0% | -31.7% | +104.7% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling