+38.0%
EQT vs CF
+66.4%
-28.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.3% | +10.4% | -10.0% | -2.0% |
| 30D | -0.7% | +7.6% | -8.2% | -2.4% |
| 3M | -2.8% | +5.2% | -7.9% | -4.2% |
| 6M | -6.1% | -0.1% | -6.0% | -6.6% |
| YTD | -0.5% | +61.7% | -62.2% | -14.3% |
| 1Y | -12.1% | +50.3% | -62.5% | -22.8% |
| All | +38.0% | +66.4% | -28.4% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling