+61.3%
EXE vs CF
+120.6%
-59.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | -7.5% | +2.8% | -10.3% | -8.7% |
| 6M | -11.7% | +0.6% | -12.3% | -12.7% |
| YTD | -22.0% | +56.6% | -78.6% | -35.2% |
| 1Y | -21.8% | +49.6% | -71.4% | -34.0% |
| 3Y | +8.0% | +61.5% | -53.5% | -14.8% |
| All | +61.3% | +120.6% | -59.3% | +6.7% |
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