+450.9%
CL vs EFV
+258.8%
+192.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -2.2% | +1.5% | -3.7% | -2.8% |
| 30D | -4.8% | +1.7% | -6.6% | -5.5% |
| 3M | +4.9% | +8.6% | -3.7% | +1.3% |
| 6M | -5.7% | +11.7% | -17.4% | -10.0% |
| YTD | +14.4% | +19.3% | -4.9% | +6.2% |
| 1Y | +8.7% | +30.2% | -21.5% | -2.6% |
| 3Y | +30.0% | +91.6% | -61.6% | -1.2% |
| 5Y | +28.4% | +96.4% | -68.0% | -4.4% |
| 10Y | +50.1% | +166.5% | -116.4% | -3.7% |
| All | +450.9% | +258.8% | +192.0% | +194.6% |
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