+262.2%
CP vs EFV
+162.4%
+99.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.2% |
| 30D | +10.3% | +2.0% | +8.3% | +8.3% |
| 3M | +2.3% | -1.6% | +3.9% | +3.7% |
| 6M | +10.7% | +5.8% | +5.0% | +4.8% |
| YTD | +29.3% | +15.6% | +13.7% | +12.5% |
| 1Y | +31.5% | +19.0% | +12.5% | +11.5% |
| 3Y | +36.7% | +90.7% | -53.9% | -25.5% |
| 5Y | +26.8% | +92.8% | -66.0% | -32.2% |
| All | +262.2% | +162.4% | +99.9% | +41.6% |
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