+306.8%
CFG vs EFV
+162.1%
+144.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.4% |
| 7D | -0.6% | -0.5% | -0.1% | +0.1% |
| 30D | -4.5% | 0.0% | -4.6% | -4.6% |
| 3M | +6.3% | +8.4% | -2.1% | -5.4% |
| 6M | +20.6% | +12.3% | +8.3% | +1.6% |
| YTD | +21.2% | +17.4% | +3.8% | -4.4% |
| 1Y | +38.2% | +27.1% | +11.1% | -2.9% |
| 3Y | +185.9% | +90.7% | +95.2% | +9.8% |
| 5Y | +97.0% | +95.6% | +1.4% | -25.9% |
| 10Y | +306.8% | +165.3% | +141.5% | +6.7% |
| All | +306.8% | +162.1% | +144.7% | +6.7% |
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