+67.8%
CF vs EL
+3.0%
+64.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +4.8% | +1.5% | +3.2% | +4.8% |
| 30D | +4.7% | +10.0% | -5.3% | +4.7% |
| 3M | +7.4% | +28.4% | -21.0% | +7.3% |
| 6M | +0.6% | +37.1% | -36.5% | +0.4% |
| YTD | +64.1% | +7.8% | +56.3% | +66.7% |
| 1Y | +51.4% | +26.0% | +25.4% | +51.0% |
| 3Y | +67.8% | +3.8% | +64.0% | +62.8% |
| All | +67.8% | +3.0% | +64.8% | +62.8% |
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