-5.5%
CI vs EFV
+30.7%
-36.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.3% | +1.5% | -0.2% | +0.9% |
| 30D | +4.4% | +1.7% | +2.7% | +4.0% |
| 3M | +0.7% | +8.6% | -8.0% | -1.6% |
| 6M | +0.3% | +11.7% | -11.3% | -2.8% |
| YTD | +3.8% | +19.3% | -15.5% | -5.4% |
| 1Y | -5.5% | +30.2% | -35.7% | -20.4% |
| All | -5.5% | +30.7% | -36.2% | -20.4% |
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