+133.2%
FE vs CF
+5,948.3%
-5,815.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.1% |
| 7D | +1.9% | +6.0% | -4.1% | +1.0% |
| 30D | -1.2% | +14.8% | -16.0% | -3.3% |
| 3M | +3.5% | +14.1% | -10.6% | +1.2% |
| 6M | -6.1% | +28.5% | -34.6% | -10.5% |
| YTD | +7.6% | +74.9% | -67.3% | -2.3% |
| 1Y | +11.9% | +61.7% | -49.8% | +2.6% |
| 3Y | +48.4% | +80.3% | -31.9% | +31.8% |
| 5Y | +44.8% | +226.0% | -181.2% | +13.5% |
| 10Y | +115.9% | +569.9% | -454.0% | +41.6% |
| All | +133.2% | +5,948.3% | -5,815.1% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling