+568.0%
CF vs EFV
+157.1%
+410.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.9% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | +4.3% | +0.9% | +3.4% | +3.1% |
| 3M | +2.8% | -3.6% | +6.4% | +5.5% |
| 6M | +0.6% | +2.5% | -1.9% | -2.9% |
| YTD | +56.6% | +13.2% | +43.4% | +34.1% |
| 1Y | +49.6% | +20.3% | +29.3% | +20.4% |
| 3Y | +61.5% | +84.9% | -23.4% | -19.2% |
| 5Y | +124.0% | +87.7% | +36.2% | +7.1% |
| All | +568.0% | +157.1% | +410.8% | +146.3% |
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