+196.7%
EXC vs CF
+479.1%
-282.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +1.4% | +4.8% | -3.4% | +0.7% |
| 30D | +8.6% | +4.7% | +3.9% | +7.8% |
| 3M | +2.4% | +7.4% | -5.0% | +1.1% |
| 6M | +6.5% | +0.6% | +5.9% | +5.8% |
| YTD | +9.0% | +64.1% | -55.1% | -0.6% |
| 1Y | +4.6% | +51.4% | -46.8% | -3.5% |
| 3Y | +33.5% | +67.8% | -34.3% | +18.8% |
| 5Y | +41.4% | +114.1% | -72.7% | +15.0% |
| All | +196.7% | +479.1% | -282.4% | +91.5% |
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