+86.0%
CAPR vs EFV
+96.3%
-10.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.1% |
| 7D | -9.5% | +1.0% | -10.5% | -10.2% |
| 30D | +121.5% | +0.2% | +121.3% | +121.1% |
| 3M | -65.4% | +9.6% | -75.0% | -68.6% |
| 6M | -67.5% | +14.0% | -81.6% | -71.6% |
| YTD | -68.6% | +18.5% | -87.1% | -73.3% |
| 1Y | +42.7% | +27.9% | +14.8% | +13.6% |
| 3Y | +43.4% | +92.4% | -49.1% | -13.8% |
| 5Y | +86.0% | +97.2% | -11.1% | +12.3% |
| All | +86.0% | +96.3% | -10.3% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling