+216.8%
CB vs EFV
+163.3%
+53.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.9% |
| 7D | -0.6% | +1.0% | -1.6% | -1.3% |
| 30D | -3.9% | +0.2% | -4.1% | -4.0% |
| 3M | +4.9% | +9.6% | -4.7% | -2.4% |
| 6M | +3.3% | +14.0% | -10.8% | -7.3% |
| YTD | +8.5% | +18.5% | -9.9% | -5.7% |
| 1Y | +22.1% | +27.9% | -5.8% | -0.3% |
| 3Y | +70.1% | +92.4% | -22.3% | -2.0% |
| 5Y | +97.4% | +97.2% | +0.2% | +10.1% |
| 10Y | +216.8% | +163.0% | +53.8% | +37.6% |
| All | +216.8% | +163.3% | +53.5% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling