-18.9%
EXE vs CF
+35.9%
-54.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -2.1% |
| 7D | -4.7% | -6.9% | +2.2% | -3.4% |
| 30D | +1.0% | -3.7% | +4.8% | +1.7% |
| 3M | -5.6% | -5.0% | -0.7% | -4.9% |
| 6M | -12.3% | -10.5% | -1.8% | -11.0% |
| YTD | -19.5% | +46.5% | -66.0% | -23.8% |
| 1Y | -18.9% | +34.8% | -53.7% | -21.3% |
| All | -18.9% | +35.9% | -54.8% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling