+53.4%
CL vs EFV
+163.3%
-110.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.4% | +1.0% | -2.3% | -1.8% |
| 30D | -5.2% | +0.2% | -5.4% | -5.3% |
| 3M | +3.3% | +9.6% | -6.3% | -0.6% |
| 6M | -4.4% | +14.0% | -18.4% | -9.6% |
| YTD | +13.9% | +18.5% | -4.5% | +5.9% |
| 1Y | +7.6% | +27.9% | -20.3% | -3.1% |
| 3Y | +29.6% | +92.4% | -62.9% | -2.7% |
| 5Y | +28.1% | +97.2% | -69.1% | -5.8% |
| 10Y | +53.4% | +163.0% | -109.6% | -7.0% |
| All | +53.4% | +163.3% | -110.0% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling