+62.0%
CFG vs EFV
+87.6%
-25.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | +0.7% |
| 7D | -0.9% | -0.7% | -0.2% | -0.1% |
| 30D | +1.1% | +0.9% | +0.2% | 0.0% |
| 3M | -12.0% | -3.6% | -8.4% | -8.2% |
| 6M | -2.2% | +2.5% | -4.8% | -5.4% |
| YTD | +11.4% | +13.2% | -1.8% | -4.9% |
| 1Y | +27.8% | +20.3% | +7.5% | +1.2% |
| 3Y | +173.3% | +84.9% | +88.4% | +22.2% |
| All | +62.0% | +87.6% | -25.6% | -25.0% |
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 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