+326.8%
CFG vs EFV
+132.3%
+194.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | 0.0% |
| 7D | +0.7% | +2.1% | -1.4% | -2.0% |
| 30D | +2.8% | +3.1% | -0.3% | -1.1% |
| 3M | -10.1% | -1.3% | -8.8% | -8.6% |
| 6M | +3.2% | +6.0% | -2.8% | -4.7% |
| YTD | +14.2% | +15.8% | -1.6% | -6.5% |
| 1Y | +27.4% | +21.1% | +6.3% | -1.6% |
| 3Y | +187.6% | +91.0% | +96.6% | +20.5% |
| 5Y | +65.7% | +94.3% | -28.6% | -30.7% |
| 10Y | +219.7% | +160.4% | +59.3% | +0.2% |
| All | +326.8% | +132.3% | +194.6% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling