+574.3%
CF vs EFV
+163.3%
+410.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.4% |
| 7D | -0.9% | +1.0% | -1.9% | -1.8% |
| 30D | +18.1% | +0.2% | +17.9% | +17.8% |
| 3M | +23.4% | +9.6% | +13.7% | +13.0% |
| 6M | +17.1% | +14.0% | +3.1% | +1.2% |
| YTD | +76.2% | +18.5% | +57.8% | +45.6% |
| 1Y | +62.3% | +27.9% | +34.4% | +23.9% |
| 3Y | +71.8% | +92.4% | -20.6% | -16.6% |
| 5Y | +234.6% | +97.2% | +137.4% | +53.8% |
| 10Y | +574.3% | +163.0% | +411.2% | +126.8% |
| All | +574.3% | +163.3% | +410.9% | +126.8% |
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