+100.3%
CB vs EFV
+97.7%
+2.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +0.5% | +1.5% | -1.0% | -0.2% |
| 30D | -3.1% | +1.7% | -4.8% | -3.9% |
| 3M | +9.0% | +8.6% | +0.3% | +4.4% |
| 6M | +2.9% | +11.7% | -8.8% | -3.2% |
| YTD | +10.1% | +19.3% | -9.2% | -0.2% |
| 1Y | +22.8% | +30.2% | -7.4% | +5.7% |
| 3Y | +73.8% | +91.6% | -17.8% | +17.5% |
| All | +100.3% | +97.7% | +2.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling