+235.5%
EW vs CF
+561.7%
-326.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +11.0% | -3.2% | +14.2% | +11.4% |
| 30D | +19.1% | +4.3% | +14.7% | +18.3% |
| 3M | +14.4% | +2.8% | +11.5% | +13.5% |
| 6M | +22.8% | +0.6% | +22.2% | +21.8% |
| YTD | +19.8% | +56.6% | -36.8% | +9.9% |
| 1Y | +23.9% | +49.6% | -25.7% | +14.4% |
| 3Y | +52.2% | +61.5% | -9.3% | +36.1% |
| 5Y | -13.9% | +124.0% | -137.9% | -31.5% |
| All | +235.5% | +561.7% | -326.2% | +111.2% |
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