+26.7%
CFG vs EFV
+19.3%
+7.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +1.6% | +0.7% | +0.9% | +1.0% |
| 30D | +3.3% | +2.0% | +1.3% | +1.6% |
| 3M | -11.5% | -1.6% | -9.9% | -10.3% |
| 6M | +6.2% | +5.8% | +0.5% | +1.4% |
| YTD | +14.3% | +15.6% | -1.4% | -3.0% |
| 1Y | +26.7% | +19.0% | +7.8% | +3.6% |
| All | +26.7% | +19.3% | +7.4% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling