+1,490.1%
CP vs EFV
+248.4%
+1,241.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -1.0% | +0.3% | +0.2% |
| 30D | +9.6% | +3.1% | +6.6% | +6.7% |
| 3M | +2.2% | -1.2% | +3.5% | +3.3% |
| 6M | +11.1% | +5.6% | +5.5% | +5.5% |
| YTD | +28.2% | +15.8% | +12.4% | +12.0% |
| 1Y | +32.2% | +20.0% | +12.2% | +11.9% |
| 3Y | +35.5% | +91.0% | -55.4% | -24.1% |
| 5Y | +26.8% | +93.7% | -66.9% | -30.3% |
| 10Y | +256.9% | +160.9% | +96.0% | +50.8% |
| All | +1,490.1% | +248.4% | +1,241.7% | +446.6% |
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 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