+340.4%
CG vs EFV
+226.9%
+113.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.4% |
| 7D | -1.3% | +1.0% | -2.2% | -2.3% |
| 30D | -3.2% | +0.2% | -3.3% | -3.3% |
| 3M | +6.2% | +9.6% | -3.4% | -4.1% |
| 6M | -4.7% | +14.0% | -18.7% | -17.9% |
| YTD | -20.6% | +18.5% | -39.1% | -34.6% |
| 1Y | -26.4% | +27.9% | -54.3% | -44.2% |
| 3Y | +55.4% | +92.4% | -37.1% | -24.4% |
| 5Y | +9.8% | +97.2% | -87.3% | -46.6% |
| 10Y | +341.4% | +163.0% | +178.3% | +64.0% |
| All | +340.4% | +226.9% | +113.5% | +47.3% |
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