+819.3%
CI vs EFV
+248.5%
+570.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +2.6% | +2.1% | +0.5% | +0.9% |
| 30D | +7.3% | +3.1% | +4.3% | +4.8% |
| 3M | +9.5% | -1.3% | +10.8% | +10.5% |
| 6M | +6.4% | +6.0% | +0.4% | +1.3% |
| YTD | +12.0% | +15.8% | -3.8% | -1.2% |
| 1Y | +20.1% | +21.1% | -1.0% | +2.3% |
| 3Y | +9.6% | +91.0% | -81.4% | -36.0% |
| 5Y | +52.7% | +94.3% | -41.6% | -13.7% |
| 10Y | +150.3% | +160.4% | -10.2% | +12.2% |
| All | +819.3% | +248.5% | +570.8% | +203.7% |
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 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