+58.2%
CAPR vs EFV
+30.7%
+27.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.0% | +1.5% | -3.5% | -2.3% |
| 30D | +139.2% | +1.7% | +137.5% | +138.2% |
| 3M | -66.4% | +8.6% | -75.0% | -68.4% |
| 6M | -63.1% | +11.7% | -74.8% | -66.6% |
| YTD | -67.4% | +19.3% | -86.7% | -70.5% |
| 1Y | +58.2% | +30.2% | +28.0% | +38.8% |
| All | +58.2% | +30.7% | +27.6% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling