+80.3%
EXE vs CF
+114.1%
-33.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.3% | +4.8% | +0.6% | +3.8% |
| 30D | -2.2% | +4.7% | -6.9% | -3.8% |
| 3M | -5.9% | +7.4% | -13.3% | -8.4% |
| 6M | -5.7% | +0.6% | -6.3% | -6.6% |
| YTD | -17.8% | +64.1% | -81.9% | -32.7% |
| 1Y | -23.1% | +51.4% | -74.5% | -35.3% |
| 3Y | +21.2% | +67.8% | -46.6% | -5.5% |
| All | +80.3% | +114.1% | -33.8% | +21.8% |
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