+142.3%
CI vs EFV
+167.0%
-24.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -1.3% | -2.0% | +0.7% | +0.2% |
| 30D | +3.1% | -0.2% | +3.3% | +3.3% |
| 3M | -4.5% | +9.1% | -13.6% | -10.8% |
| 6M | +8.3% | +11.7% | -3.4% | -1.3% |
| YTD | +3.8% | +17.0% | -13.3% | -9.1% |
| 1Y | -5.0% | +26.7% | -31.7% | -21.9% |
| 3Y | +5.8% | +90.2% | -84.4% | -38.7% |
| 5Y | +50.6% | +96.1% | -45.5% | -16.4% |
| All | +142.3% | +167.0% | -24.7% | +2.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling