+2,342.4%
EW vs CF
+5,948.3%
-3,605.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.5% |
| 7D | -0.3% | +6.0% | -6.4% | -1.1% |
| 30D | +1.0% | +14.8% | -13.8% | -0.8% |
| 3M | +2.8% | +14.1% | -11.3% | +0.9% |
| 6M | +5.5% | +28.5% | -23.0% | +1.0% |
| YTD | +5.5% | +74.9% | -69.5% | -3.2% |
| 1Y | +11.0% | +61.7% | -50.6% | +2.9% |
| 3Y | +17.7% | +80.3% | -62.6% | +5.8% |
| 5Y | -25.7% | +226.0% | -251.7% | -40.4% |
| 10Y | +132.8% | +569.9% | -437.1% | +63.1% |
| All | +2,342.4% | +5,948.3% | -3,605.9% | +1,135.9% |
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 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