+23.9%
EW vs CF
+46.5%
-22.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.4% |
| 7D | +11.0% | -3.2% | +14.2% | +10.7% |
| 30D | +19.1% | +4.3% | +14.7% | +19.6% |
| 3M | +14.4% | +2.8% | +11.5% | +14.8% |
| 6M | +22.8% | +0.6% | +22.2% | +23.3% |
| YTD | +19.8% | +56.6% | -36.8% | +19.3% |
| 1Y | +23.9% | +49.6% | -25.7% | +24.1% |
| All | +23.9% | +46.5% | -22.6% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling