+5,714.0%
CF vs ET
+1,435.0%
+4,279.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +6.0% | +0.9% | +5.1% | +5.7% |
| 30D | +14.8% | +7.5% | +7.4% | +11.7% |
| 3M | +14.1% | +11.4% | +2.6% | +9.5% |
| 6M | +28.5% | +18.5% | +10.0% | +20.8% |
| YTD | +74.9% | +37.4% | +37.6% | +55.4% |
| 1Y | +61.7% | +30.9% | +30.8% | +46.2% |
| 3Y | +80.3% | +98.7% | -18.4% | +37.5% |
| 5Y | +226.0% | +230.7% | -4.7% | +104.2% |
| 10Y | +569.9% | +175.6% | +394.3% | +314.8% |
| All | +5,714.0% | +1,435.0% | +4,279.0% | +1,024.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling