+250.7%
CP vs EFV
+159.5%
+91.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +2.8% | +2.1% | +0.7% | +0.9% |
| 30D | +11.0% | +3.1% | +8.0% | +8.0% |
| 3M | +3.8% | -1.3% | +5.2% | +5.0% |
| 6M | +9.5% | +6.0% | +3.5% | +3.4% |
| YTD | +28.2% | +15.8% | +12.4% | +11.4% |
| 1Y | +33.0% | +21.1% | +11.9% | +10.9% |
| 3Y | +35.5% | +91.0% | -55.5% | -26.3% |
| 5Y | +25.8% | +94.3% | -68.5% | -33.2% |
| 10Y | +250.7% | +160.4% | +90.3% | +36.6% |
| All | +250.7% | +159.5% | +91.2% | +36.6% |
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 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