+1,449.9%
CP vs EFV
+258.8%
+1,191.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -2.7% | +1.5% | -4.2% | -3.9% |
| 30D | +0.2% | +1.7% | -1.6% | -1.3% |
| 3M | +2.6% | +8.6% | -6.1% | -4.9% |
| 6M | +6.0% | +11.7% | -5.7% | -4.3% |
| YTD | +24.9% | +19.3% | +5.7% | +6.5% |
| 1Y | +20.1% | +30.2% | -10.1% | -5.3% |
| 3Y | +16.4% | +91.6% | -75.2% | -34.9% |
| 5Y | +31.7% | +96.4% | -64.7% | -28.4% |
| 10Y | +223.9% | +166.5% | +57.4% | +34.5% |
| All | +1,449.9% | +258.8% | +1,191.1% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling