+180.9%
COR vs EFV
+95.4%
+85.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -0.3% | 0.0% | -0.3% | -0.3% |
| 3M | +15.9% | +8.4% | +7.5% | +13.6% |
| 6M | -10.3% | +12.3% | -22.6% | -13.0% |
| YTD | -3.7% | +17.4% | -21.1% | -8.0% |
| 1Y | +9.1% | +27.1% | -18.0% | +1.7% |
| 3Y | +86.6% | +90.7% | -4.1% | +50.2% |
| 5Y | +180.9% | +95.6% | +85.3% | +121.8% |
| All | +180.9% | +95.4% | +85.5% | +121.8% |
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