+312.1%
CG vs EFV
+167.0%
+145.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.0% |
| 7D | -9.8% | -2.0% | -7.8% | -7.5% |
| 30D | -10.3% | -0.2% | -10.1% | -10.0% |
| 3M | -1.7% | +9.1% | -10.8% | -11.7% |
| 6M | -9.8% | +11.7% | -21.5% | -21.6% |
| YTD | -25.6% | +17.0% | -42.6% | -39.1% |
| 1Y | -32.5% | +26.7% | -59.2% | -49.9% |
| 3Y | +45.6% | +90.2% | -44.5% | -34.3% |
| 5Y | +3.7% | +96.1% | -92.4% | -53.8% |
| All | +312.1% | +167.0% | +145.1% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling