-37.7%
CAG vs EFX
+42.6%
-80.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -5.7% | -4.5% | -1.1% | -4.9% |
| 30D | -2.4% | -6.1% | +3.7% | -1.4% |
| 3M | +9.8% | +6.2% | +3.6% | +8.6% |
| 6M | -10.8% | -11.2% | +0.4% | -9.5% |
| YTD | -10.8% | -21.4% | +10.6% | -8.0% |
| 1Y | -19.0% | -34.3% | +15.4% | -14.0% |
| 3Y | -39.7% | -12.5% | -27.2% | -40.1% |
| 5Y | -43.0% | -35.6% | -7.4% | -41.1% |
| All | -37.7% | +42.6% | -80.2% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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