+106.6%
EXE vs CF
+227.0%
-120.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.1% |
| 7D | -0.3% | +6.0% | -6.3% | -2.1% |
| 30D | +8.5% | +14.8% | -6.4% | +3.6% |
| 3M | +5.5% | +14.1% | -8.6% | +0.8% |
| 6M | -5.9% | +28.5% | -34.4% | -15.1% |
| YTD | -9.7% | +74.9% | -84.7% | -27.1% |
| 1Y | +3.6% | +61.7% | -58.1% | -14.3% |
| 3Y | +18.0% | +80.3% | -62.3% | -9.6% |
| All | +106.6% | +227.0% | -120.4% | +32.4% |
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 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