+814.2%
CI vs EFV
+248.4%
+565.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -1.3% | -1.0% | -0.3% | -0.6% |
| 30D | +6.4% | +3.1% | +3.3% | +3.9% |
| 3M | +10.7% | -1.2% | +11.9% | +11.6% |
| 6M | +5.5% | +5.6% | -0.2% | +0.7% |
| YTD | +11.4% | +15.8% | -4.4% | -1.8% |
| 1Y | +15.0% | +20.0% | -5.0% | -1.4% |
| 3Y | +9.0% | +91.0% | -82.0% | -36.3% |
| 5Y | +52.0% | +93.7% | -41.7% | -13.8% |
| 10Y | +150.9% | +160.9% | -10.0% | +12.3% |
| All | +814.2% | +248.4% | +565.8% | +202.1% |
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