+208.5%
CFG vs EFV
+163.3%
+45.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.1% |
| 7D | +3.2% | +2.5% | +0.7% | -0.4% |
| 30D | +5.1% | +2.9% | +2.2% | +0.9% |
| 3M | -11.2% | -1.4% | -9.8% | -9.6% |
| 6M | +9.6% | +5.5% | +4.0% | +1.1% |
| YTD | +15.0% | +16.1% | -1.1% | -8.1% |
| 1Y | +29.9% | +20.3% | +9.6% | -1.4% |
| 3Y | +192.1% | +90.4% | +101.7% | +11.2% |
| 5Y | +62.3% | +93.5% | -31.2% | -38.4% |
| All | +208.5% | +163.3% | +45.2% | -16.0% |
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