+267.5%
EQT vs CF
+5,948.3%
-5,680.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.3% |
| 7D | +1.1% | +6.0% | -4.9% | -1.0% |
| 30D | +7.7% | +14.8% | -7.2% | +2.4% |
| 3M | +0.2% | +14.1% | -13.9% | -4.7% |
| 6M | -9.5% | +28.5% | -38.0% | -19.0% |
| YTD | +3.8% | +74.9% | -71.1% | -17.0% |
| 1Y | +7.8% | +61.7% | -53.9% | -11.8% |
| 3Y | +30.1% | +80.3% | -50.2% | -0.1% |
| 5Y | +188.6% | +226.0% | -37.4% | +77.4% |
| 10Y | +54.6% | +569.9% | -515.3% | -31.2% |
| All | +267.5% | +5,948.3% | -5,680.9% | -21.6% |
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