+220.7%
CF vs EFV
+96.9%
+123.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | +1.5% | +4.5% | +5.4% |
| 30D | +14.8% | +1.7% | +13.1% | +14.1% |
| 3M | +14.1% | +8.6% | +5.4% | +10.4% |
| 6M | +28.5% | +11.7% | +16.9% | +22.0% |
| YTD | +74.9% | +19.3% | +55.7% | +59.4% |
| 1Y | +61.7% | +30.2% | +31.5% | +40.0% |
| 3Y | +80.3% | +91.6% | -11.3% | +22.2% |
| All | +220.7% | +96.9% | +123.9% | +104.6% |
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 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