+2,740.1%
DE vs CF
+5,948.3%
-3,208.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.1% |
| 7D | +10.0% | +6.0% | +4.0% | +7.7% |
| 30D | +13.3% | +14.8% | -1.5% | +7.6% |
| 3M | +17.5% | +14.1% | +3.4% | +11.3% |
| 6M | +13.6% | +28.5% | -15.0% | 0.0% |
| YTD | +49.8% | +74.9% | -25.2% | +17.3% |
| 1Y | +47.9% | +61.7% | -13.8% | +18.6% |
| 3Y | +72.5% | +80.3% | -7.8% | +28.4% |
| 5Y | +90.2% | +226.0% | -135.7% | +6.1% |
| 10Y | +865.4% | +569.9% | +295.5% | +269.8% |
| All | +2,740.1% | +5,948.3% | -3,208.2% | +307.8% |
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