+71.6%
CB vs EFV
+91.1%
-19.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | -1.5% | +1.7% | -3.2% | -2.0% |
| 30D | +6.5% | +3.4% | +3.1% | +5.6% |
| 3M | +4.1% | -1.7% | +5.7% | +4.5% |
| 6M | +14.4% | +6.4% | +8.0% | +12.1% |
| YTD | +17.5% | +16.3% | +1.2% | +11.1% |
| 1Y | +27.5% | +22.9% | +4.6% | +17.9% |
| 3Y | +71.6% | +92.8% | -21.2% | +45.9% |
| All | +71.6% | +91.1% | -19.5% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling