+2,722.7%
DE vs CF
+5,449.8%
-2,727.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.5% |
| 7D | +3.3% | +4.8% | -1.5% | +1.3% |
| 30D | +10.7% | +9.7% | +1.0% | +6.7% |
| 3M | +13.1% | +1.2% | +11.9% | +12.1% |
| 6M | +20.2% | +7.4% | +12.9% | +15.5% |
| YTD | +48.9% | +60.5% | -11.7% | +19.7% |
| 1Y | +46.6% | +50.7% | -4.1% | +20.5% |
| 3Y | +91.4% | +64.8% | +26.6% | +47.2% |
| 5Y | +108.1% | +115.8% | -7.7% | +36.4% |
| 10Y | +782.7% | +481.0% | +301.7% | +258.2% |
| All | +2,722.7% | +5,449.8% | -2,727.1% | +316.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling