+175.7%
EXC vs CF
+4,965.4%
-4,789.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.4% |
| 7D | +3.3% | -6.9% | +10.2% | +4.5% |
| 30D | +13.3% | -3.7% | +17.0% | +13.9% |
| 3M | +1.8% | -5.0% | +6.8% | +2.3% |
| 6M | +1.1% | -10.5% | +11.6% | +2.3% |
| YTD | +9.0% | +46.5% | -37.5% | +0.2% |
| 1Y | +3.4% | +34.8% | -31.5% | -3.7% |
| 3Y | +27.7% | +46.7% | -19.0% | +15.1% |
| 5Y | +43.1% | +112.0% | -68.9% | +16.2% |
| 10Y | +182.0% | +529.7% | -347.7% | +74.3% |
| All | +175.7% | +4,965.4% | -4,789.7% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling