+59.1%
CF vs ET
+82.5%
-23.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -0.9% | -4.4% | +3.6% | +1.3% |
| 30D | +6.9% | -4.8% | +11.7% | +9.4% |
| 3M | +4.8% | -3.4% | +8.3% | +6.6% |
| 6M | +4.7% | +2.2% | +2.5% | +3.9% |
| YTD | +56.5% | +24.2% | +32.3% | +44.5% |
| 1Y | +48.4% | +24.5% | +23.9% | +37.0% |
| 3Y | +59.1% | +83.6% | -24.5% | +32.2% |
| All | +59.1% | +82.5% | -23.3% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling