+590.1%
CF vs ET
+179.3%
+410.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -2.0% | +1.4% | -3.3% | -2.6% |
| 30D | +15.3% | +4.6% | +10.7% | +12.8% |
| 3M | +24.3% | +16.0% | +8.3% | +15.7% |
| 6M | +23.9% | +22.8% | +1.1% | +12.5% |
| YTD | +77.3% | +38.9% | +38.4% | +51.9% |
| 1Y | +58.7% | +34.1% | +24.6% | +38.2% |
| 3Y | +72.8% | +98.8% | -26.0% | +22.1% |
| 5Y | +228.8% | +246.8% | -18.1% | +76.6% |
| All | +590.1% | +179.3% | +410.8% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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