+35.4%
EQT vs CF
+76.4%
-41.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | +6.6% | +18.1% | -11.4% | +2.3% |
| 3M | +4.4% | +23.4% | -19.0% | -1.0% |
| 6M | -10.5% | +17.1% | -27.6% | -15.3% |
| YTD | +3.7% | +76.2% | -72.5% | -12.7% |
| 1Y | +9.9% | +62.3% | -52.4% | -5.5% |
| 3Y | +35.4% | +71.8% | -36.5% | +11.0% |
| All | +35.4% | +76.4% | -41.0% | +11.0% |
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