+762.6%
DE vs CF
+478.3%
+284.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -2.3% |
| 7D | +2.3% | +5.4% | -3.0% | +0.6% |
| 30D | +4.4% | +6.5% | -2.1% | +2.0% |
| 3M | +9.8% | +4.6% | +5.2% | +7.8% |
| 6M | +15.8% | -3.3% | +19.1% | +15.8% |
| YTD | +47.0% | +63.9% | -16.9% | +18.7% |
| 1Y | +42.8% | +50.4% | -7.7% | +18.8% |
| 3Y | +88.9% | +68.2% | +20.7% | +45.9% |
| 5Y | +101.9% | +113.8% | -12.0% | +33.5% |
| All | +762.6% | +478.3% | +284.3% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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