+140.6%
EXE vs CF
+204.1%
-63.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -6.6% | -3.2% | -3.4% | -5.7% |
| 30D | -4.0% | +4.3% | -8.3% | -5.5% |
| 3M | -7.5% | +2.8% | -10.3% | -8.8% |
| 6M | -11.7% | +0.6% | -12.3% | -12.8% |
| YTD | -22.0% | +56.6% | -78.6% | -35.5% |
| 1Y | -21.8% | +49.6% | -71.4% | -34.3% |
| 3Y | +8.0% | +61.5% | -53.5% | -15.2% |
| 5Y | +62.3% | +124.0% | -61.7% | +6.3% |
| All | +140.6% | +204.1% | -63.5% | +37.2% |
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