+5,100.5%
CF vs ET
+1,287.7%
+3,812.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -0.9% | -4.4% | +3.6% | +0.9% |
| 30D | +6.9% | -4.8% | +11.7% | +8.9% |
| 3M | +4.8% | -3.4% | +8.3% | +6.2% |
| 6M | +4.7% | +2.2% | +2.5% | +3.9% |
| YTD | +56.5% | +24.2% | +32.3% | +44.4% |
| 1Y | +48.4% | +24.5% | +23.9% | +36.8% |
| 3Y | +59.1% | +83.6% | -24.5% | +25.0% |
| 5Y | +109.5% | +203.4% | -93.8% | +35.9% |
| 10Y | +487.0% | +166.5% | +320.4% | +270.1% |
| All | +5,100.5% | +1,287.7% | +3,812.8% | +944.4% |
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