-5.9%
CI vs EFV
+26.9%
-32.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +0.5% | 0.0% | +0.5% | +0.5% |
| 3M | -5.2% | +8.4% | -13.6% | -7.3% |
| 6M | +4.3% | +12.3% | -8.0% | +0.4% |
| YTD | +2.8% | +17.4% | -14.6% | -6.3% |
| All | -5.9% | +26.9% | -32.8% | -21.4% |
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