+192.7%
EXC vs CF
+478.3%
-285.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.2% |
| 7D | -1.9% | +5.4% | -7.3% | -2.7% |
| 30D | +7.8% | +6.5% | +1.2% | +6.7% |
| 3M | +1.9% | +4.6% | -2.8% | +0.9% |
| 6M | +3.4% | -3.3% | +6.7% | +3.4% |
| YTD | +7.6% | +63.9% | -56.3% | -2.0% |
| 1Y | +2.1% | +50.4% | -48.3% | -5.7% |
| 3Y | +29.6% | +68.2% | -38.6% | +15.3% |
| 5Y | +39.5% | +113.8% | -74.3% | +13.5% |
| All | +192.7% | +478.3% | -285.6% | +89.0% |
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