-39.3%
CAG vs EFX
-12.7%
-26.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -5.9% | -11.1% | +5.2% | -4.1% |
| 30D | -1.5% | -7.4% | +5.8% | -0.4% |
| 3M | +11.5% | +1.5% | +10.0% | +11.1% |
| 6M | -15.7% | -13.7% | -2.0% | -14.3% |
| YTD | -10.2% | -21.9% | +11.6% | -7.7% |
| 1Y | -18.1% | -30.8% | +12.7% | -14.6% |
| All | -39.3% | -12.7% | -26.6% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling