+236.1%
EW vs CF
+494.2%
-258.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | +9.3% | +4.8% | +4.5% | +8.6% |
| 30D | +22.1% | +9.7% | +12.4% | +20.5% |
| 3M | +13.0% | +1.2% | +11.8% | +12.5% |
| 6M | +30.1% | +7.4% | +22.7% | +28.0% |
| YTD | +22.0% | +60.5% | -38.5% | +11.6% |
| 1Y | +23.7% | +50.7% | -27.0% | +14.2% |
| 3Y | +62.0% | +64.8% | -2.8% | +44.5% |
| 5Y | -12.4% | +115.8% | -128.2% | -29.6% |
| 10Y | +236.1% | +481.0% | -245.0% | +111.7% |
| All | +236.1% | +494.2% | -258.1% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling