+752.0%
CI vs EFV
+258.8%
+493.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +1.3% | +1.5% | -0.2% | +0.1% |
| 30D | +4.4% | +1.7% | +2.7% | +3.1% |
| 3M | +0.7% | +8.6% | -8.0% | -5.9% |
| 6M | +0.3% | +11.7% | -11.3% | -8.6% |
| YTD | +3.8% | +19.3% | -15.5% | -10.4% |
| 1Y | -5.5% | +30.2% | -35.7% | -23.9% |
| 3Y | +8.1% | +91.6% | -83.5% | -37.0% |
| 5Y | +42.8% | +96.4% | -53.6% | -19.8% |
| 10Y | +143.9% | +166.5% | -22.6% | +7.3% |
| All | +752.0% | +258.8% | +493.2% | +175.5% |
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