+865.7%
DE vs CF
+575.3%
+290.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.9% |
| 7D | +10.0% | +6.0% | +4.0% | +8.0% |
| 30D | +13.3% | +14.8% | -1.5% | +8.2% |
| 3M | +17.5% | +14.1% | +3.4% | +12.0% |
| 6M | +13.6% | +28.5% | -15.0% | +1.2% |
| YTD | +49.8% | +74.9% | -25.2% | +19.5% |
| 1Y | +47.9% | +61.7% | -13.8% | +20.6% |
| 3Y | +72.5% | +80.3% | -7.8% | +31.0% |
| 5Y | +90.2% | +226.0% | -135.7% | +7.8% |
| All | +865.7% | +575.3% | +290.4% | +335.9% |
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