+511.3%
CL vs EFV
+249.8%
+261.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.3% |
| 7D | +0.5% | +1.7% | -1.2% | -0.2% |
| 30D | +11.6% | +3.4% | +8.1% | +10.1% |
| 3M | +5.6% | -1.7% | +7.3% | +6.3% |
| 6M | +13.2% | +6.4% | +6.7% | +10.1% |
| YTD | +26.9% | +16.3% | +10.6% | +19.0% |
| 1Y | +27.3% | +22.9% | +4.4% | +16.7% |
| 3Y | +39.7% | +92.8% | -53.1% | +5.9% |
| 5Y | +41.3% | +93.5% | -52.2% | +5.9% |
| 10Y | +76.3% | +162.1% | -85.9% | +13.9% |
| All | +511.3% | +249.8% | +261.5% | +230.2% |
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