+172.1%
EXC vs CF
+561.7%
-389.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -1.2% | -3.2% | +2.0% | -0.8% |
| 30D | +10.0% | +4.3% | +5.6% | +9.2% |
| 3M | +1.6% | +2.8% | -1.2% | +0.9% |
| 6M | +3.3% | +0.6% | +2.6% | +2.6% |
| YTD | +7.6% | +56.6% | -49.1% | -1.0% |
| 1Y | +3.5% | +49.6% | -46.1% | -4.2% |
| 3Y | +27.7% | +61.5% | -33.8% | +14.6% |
| 5Y | +41.1% | +124.0% | -82.8% | +14.2% |
| All | +172.1% | +561.7% | -389.6% | +101.5% |
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