+2,639.1%
EW vs CF
+5,277.9%
-2,638.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.7% | +0.7% |
| 7D | +6.8% | +0.4% | +6.3% | +6.6% |
| 30D | +16.6% | +2.2% | +14.4% | +16.1% |
| 3M | +13.3% | +2.1% | +11.2% | +12.7% |
| 6M | +21.6% | -6.5% | +28.1% | +21.8% |
| YTD | +18.3% | +55.6% | -37.3% | +9.9% |
| 1Y | +21.7% | +42.3% | -20.6% | +14.4% |
| 3Y | +50.3% | +55.7% | -5.4% | +37.6% |
| 5Y | -15.0% | +122.4% | -137.5% | -28.0% |
| 10Y | +237.5% | +568.5% | -331.1% | +136.5% |
| All | +2,639.1% | +5,277.9% | -2,638.9% | +1,303.2% |
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 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