-63.1%
CAPR vs EFV
+11.9%
-75.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.2% |
| 7D | -2.0% | +1.5% | -3.5% | -1.4% |
| 30D | +139.2% | +1.7% | +137.4% | +140.6% |
| 3M | -66.4% | +8.6% | -75.0% | -67.0% |
| 6M | -63.1% | +11.7% | -74.8% | -64.6% |
| All | -63.1% | +11.9% | -75.0% | -64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling