-50.1%
CCI vs EFV
+94.1%
-144.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -4.4% | -2.0% | -2.4% | -3.3% |
| 30D | +0.3% | -0.2% | +0.5% | +0.4% |
| 3M | -20.0% | +9.1% | -29.1% | -24.0% |
| 6M | -14.5% | +11.7% | -26.2% | -20.1% |
| YTD | -14.9% | +17.0% | -31.9% | -22.6% |
| 1Y | -17.7% | +26.7% | -44.4% | -28.6% |
| 3Y | -12.4% | +90.2% | -102.5% | -41.2% |
| 5Y | -50.1% | +96.1% | -146.2% | -69.0% |
| All | -50.1% | +94.1% | -144.2% | -69.0% |
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 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