+195.8%
COR vs EFV
+93.3%
+102.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -1.2% | -1.0% | -0.2% | -0.9% |
| 30D | +7.6% | +3.1% | +4.6% | +7.0% |
| 3M | +5.0% | -1.2% | +6.2% | +5.3% |
| 6M | +35.3% | +5.6% | +29.6% | +33.5% |
| YTD | +4.2% | +15.8% | -11.6% | 0.0% |
| 1Y | -3.4% | +20.0% | -23.4% | -8.3% |
| 3Y | +81.1% | +91.0% | -9.8% | +46.6% |
| 5Y | +195.8% | +93.7% | +102.2% | +136.7% |
| All | +195.8% | +93.3% | +102.5% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling