+150.1%
EXE vs CF
+211.7%
-61.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.5% |
| 7D | -2.2% | +4.8% | -7.0% | -3.8% |
| 30D | -0.3% | +9.7% | -10.0% | -3.5% |
| 3M | -9.3% | +1.2% | -10.6% | -10.2% |
| 6M | -7.2% | +7.4% | -14.6% | -10.3% |
| YTD | -18.9% | +60.5% | -79.4% | -33.5% |
| 1Y | -21.7% | +50.7% | -72.4% | -34.4% |
| 3Y | +21.0% | +64.8% | -43.8% | -5.6% |
| 5Y | +76.0% | +115.8% | -39.8% | +17.3% |
| All | +150.1% | +211.7% | -61.6% | +41.5% |
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