+362.4%
CFG vs EFV
+139.1%
+223.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +1.5% | +1.5% | 0.0% | -0.4% |
| 30D | -3.8% | +1.7% | -5.6% | -6.0% |
| 3M | +11.5% | +8.6% | +2.8% | -0.1% |
| 6M | +19.2% | +11.7% | +7.5% | +2.7% |
| YTD | +23.7% | +19.3% | +4.4% | -2.4% |
| 1Y | +38.8% | +30.2% | +8.6% | -2.4% |
| 3Y | +178.9% | +91.6% | +87.3% | +17.1% |
| 5Y | +101.8% | +96.4% | +5.4% | -16.5% |
| 10Y | +317.3% | +166.5% | +150.8% | +26.7% |
| All | +362.4% | +139.1% | +223.2% | +45.0% |
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 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