+152.5%
EXC vs CF
+569.3%
-416.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.6% |
| 7D | +0.3% | +6.0% | -5.7% | -0.6% |
| 30D | -3.7% | +14.8% | -18.6% | -5.7% |
| 3M | -1.3% | +14.1% | -15.3% | -3.4% |
| 6M | -9.7% | +28.5% | -38.2% | -13.8% |
| YTD | +2.9% | +74.9% | -72.1% | -6.5% |
| 1Y | +4.4% | +61.7% | -57.3% | -4.2% |
| 3Y | +22.2% | +80.3% | -58.1% | +8.3% |
| 5Y | +46.7% | +226.0% | -179.3% | +10.8% |
| All | +152.5% | +569.3% | -416.8% | +74.2% |
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 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