+51.2%
CI vs EFV
+93.2%
-42.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +1.2% | +2.5% | -1.4% | 0.0% |
| 30D | +2.6% | +2.9% | -0.4% | +1.3% |
| 3M | +7.4% | -1.4% | +8.9% | +8.1% |
| 6M | -0.1% | +5.5% | -5.6% | -2.6% |
| YTD | +9.7% | +16.1% | -6.3% | +2.1% |
| 1Y | +12.1% | +20.3% | -8.2% | +2.6% |
| 3Y | +7.0% | +90.4% | -83.4% | -21.3% |
| All | +51.2% | +93.2% | -42.0% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling