-97.9%
CAPR vs EFV
+143.7%
-241.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -2.0% | +1.5% | -3.5% | -2.8% |
| 30D | +139.2% | +1.7% | +137.4% | +136.9% |
| 3M | -66.4% | +8.6% | -75.0% | -68.3% |
| 6M | -63.1% | +11.7% | -74.8% | -65.8% |
| YTD | -67.4% | +19.3% | -86.7% | -70.8% |
| 1Y | +58.2% | +30.2% | +28.0% | +35.6% |
| 3Y | +42.2% | +91.6% | -49.4% | +1.0% |
| 5Y | +87.3% | +96.4% | -9.1% | +30.6% |
| 10Y | -75.3% | +166.5% | -241.7% | -85.2% |
| All | -97.9% | +143.7% | -241.6% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling