+109.5%
CF vs ET
+203.7%
-94.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -0.9% | -4.4% | +3.6% | +1.6% |
| 30D | +6.9% | -4.8% | +11.7% | +9.7% |
| 3M | +4.8% | -3.4% | +8.3% | +6.8% |
| 6M | +4.7% | +2.2% | +2.5% | +3.5% |
| YTD | +56.5% | +24.2% | +32.3% | +40.2% |
| 1Y | +48.4% | +24.5% | +23.9% | +32.8% |
| 3Y | +59.1% | +83.6% | -24.5% | +10.2% |
| 5Y | +109.5% | +203.4% | -93.8% | +20.1% |
| All | +109.5% | +203.7% | -94.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling