+101.5%
CFG vs EFV
+96.3%
+5.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.3% |
| 7D | +2.7% | +1.0% | +1.7% | +1.5% |
| 30D | -3.7% | +0.2% | -3.9% | -3.9% |
| 3M | +9.5% | +9.6% | -0.1% | -2.1% |
| 6M | +22.2% | +14.0% | +8.2% | +3.9% |
| YTD | +22.3% | +18.5% | +3.9% | -1.1% |
| 1Y | +39.4% | +27.9% | +11.5% | +2.4% |
| 3Y | +188.5% | +92.4% | +96.0% | +23.0% |
| 5Y | +101.5% | +97.2% | +4.4% | -12.2% |
| All | +101.5% | +96.3% | +5.2% | -12.2% |
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