+47.2%
CAPR vs EFV
+25.8%
+21.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.1% | +6.8% |
| 7D | +43.2% | +2.9% | +40.3% | +41.4% |
| 30D | +14.7% | +3.6% | +11.1% | +12.9% |
| 3M | +113.9% | -0.1% | +114.0% | +113.9% |
| 6M | -73.4% | +9.6% | -83.0% | -75.7% |
| YTD | -69.1% | +17.0% | -86.1% | -69.6% |
| 1Y | +47.2% | +25.7% | +21.5% | +47.9% |
| All | +47.2% | +25.8% | +21.4% | +47.9% |
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