+43.9%
EXC vs CF
+125.5%
-81.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.5% | +0.3% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | +11.6% | +2.2% | +9.4% | +11.5% |
| 3M | +2.7% | +2.1% | +0.5% | +2.4% |
| 6M | +2.7% | -6.5% | +9.2% | +2.9% |
| YTD | +9.7% | +55.6% | -45.8% | +6.0% |
| 1Y | +4.5% | +42.3% | -37.8% | +1.5% |
| 3Y | +28.5% | +55.7% | -27.3% | +22.7% |
| 5Y | +43.9% | +122.4% | -78.5% | +33.6% |
| All | +43.9% | +125.5% | -81.5% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling