+467.4%
CF vs EFV
+161.3%
+306.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | +4.8% | +2.1% | +2.6% | +2.4% |
| 30D | +9.7% | +3.1% | +6.6% | +6.3% |
| 3M | +1.2% | -1.3% | +2.6% | +1.8% |
| 6M | +7.4% | +6.0% | +1.4% | +0.6% |
| YTD | +60.5% | +15.8% | +44.7% | +34.6% |
| 1Y | +50.7% | +21.1% | +29.6% | +20.8% |
| 3Y | +64.8% | +91.0% | -26.2% | -20.0% |
| 5Y | +115.8% | +94.3% | +21.5% | -0.3% |
| All | +467.4% | +161.3% | +306.2% | +96.6% |
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