+29.3%
CP vs EFV
+86.1%
-56.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.6% |
| 7D | +2.8% | -0.7% | +3.4% | +3.3% |
| 30D | +10.2% | +0.9% | +9.3% | +9.4% |
| 3M | +2.4% | -3.6% | +5.9% | +5.2% |
| 6M | +7.7% | +2.5% | +5.1% | +5.2% |
| YTD | +26.0% | +13.2% | +12.8% | +12.9% |
| 1Y | +34.6% | +20.3% | +14.3% | +14.5% |
| All | +29.3% | +86.1% | -56.7% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling