+2,657.1%
DE vs CF
+5,315.1%
-2,658.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -0.6% | -3.2% | +2.6% | +0.4% |
| 30D | +2.3% | +4.3% | -2.1% | +0.4% |
| 3M | +9.5% | +2.8% | +6.7% | +7.8% |
| 6M | +14.1% | +0.6% | +13.5% | +12.3% |
| YTD | +45.4% | +56.6% | -11.2% | +18.0% |
| 1Y | +42.9% | +49.6% | -6.7% | +17.8% |
| 3Y | +84.8% | +61.5% | +23.3% | +43.2% |
| 5Y | +101.8% | +124.0% | -22.1% | +30.2% |
| 10Y | +788.0% | +573.2% | +214.8% | +239.6% |
| All | +2,657.1% | +5,315.1% | -2,658.0% | +310.5% |
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