-32.5%
CG vs EFV
+26.5%
-59.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.0% |
| 7D | -9.8% | -2.0% | -7.8% | -7.7% |
| 30D | -10.3% | -0.2% | -10.1% | -10.0% |
| 3M | -1.7% | +9.1% | -10.8% | -10.4% |
| 6M | -9.8% | +11.7% | -21.5% | -19.9% |
| YTD | -25.6% | +17.0% | -42.6% | -40.7% |
| 1Y | -32.5% | +26.7% | -59.2% | -53.2% |
| All | -32.5% | +26.5% | -59.0% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling