-97.8%
CAPR vs EFV
+137.6%
-235.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +8.0% |
| 7D | +36.0% | +1.7% | +34.3% | +35.0% |
| 30D | +25.8% | +3.4% | +22.4% | +23.7% |
| 3M | +140.8% | -1.7% | +142.5% | +143.4% |
| 6M | -67.6% | +6.4% | -74.0% | -69.0% |
| YTD | -65.9% | +16.3% | -82.1% | -68.9% |
| 1Y | +66.1% | +22.9% | +43.2% | +47.1% |
| 3Y | +256.9% | +92.8% | +164.1% | +152.4% |
| 5Y | +172.1% | +93.5% | +78.6% | +91.9% |
| 10Y | -64.7% | +162.1% | -226.8% | -78.6% |
| All | -97.8% | +137.6% | -235.4% | -98.5% |
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