+233.3%
CP vs EFV
+162.1%
+71.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.4% |
| 7D | +0.6% | -0.5% | +1.1% | +1.1% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | +0.1% | +8.4% | -8.3% | -7.2% |
| 6M | +7.8% | +12.3% | -4.5% | -3.5% |
| YTD | +22.9% | +17.4% | +5.5% | +5.6% |
| 1Y | +21.3% | +27.1% | -5.8% | -3.1% |
| 3Y | +20.4% | +90.7% | -70.4% | -34.3% |
| 5Y | +34.9% | +95.6% | -60.7% | -28.6% |
| 10Y | +233.3% | +165.3% | +68.1% | +29.1% |
| All | +233.3% | +162.1% | +71.2% | +29.1% |
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