-14.6%
EW vs CF
+120.6%
-135.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +11.0% | -3.2% | +14.2% | +11.0% |
| 30D | +19.1% | +4.3% | +14.7% | +19.0% |
| 3M | +14.4% | +2.8% | +11.5% | +14.2% |
| 6M | +22.8% | +0.6% | +22.2% | +22.7% |
| YTD | +19.8% | +56.6% | -36.8% | +17.3% |
| 1Y | +23.9% | +49.6% | -25.7% | +21.5% |
| 3Y | +52.2% | +61.5% | -9.3% | +47.9% |
| All | -14.6% | +120.6% | -135.1% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling