+70.1%
CB vs EFV
+92.7%
-22.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -0.6% | +1.0% | -1.6% | -0.9% |
| 30D | -3.9% | +0.2% | -4.1% | -3.9% |
| 3M | +4.9% | +9.6% | -4.7% | +1.9% |
| 6M | +3.3% | +14.0% | -10.8% | -1.4% |
| YTD | +8.5% | +18.5% | -9.9% | +1.9% |
| 1Y | +22.1% | +27.9% | -5.8% | +11.0% |
| 3Y | +70.1% | +92.4% | -22.3% | +32.0% |
| All | +70.1% | +92.7% | -22.6% | +32.0% |
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