+585.0%
CAG vs EFX
+6,078.9%
-5,493.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -6.6% | -9.4% | +2.8% | -5.0% |
| 30D | +2.3% | -6.9% | +9.2% | +3.6% |
| 3M | +16.3% | +0.1% | +16.2% | +16.1% |
| 6M | -16.0% | -17.3% | +1.3% | -13.5% |
| YTD | -7.7% | -21.8% | +14.1% | -4.4% |
| 1Y | -16.0% | -32.5% | +16.5% | -10.9% |
| 3Y | -37.7% | -12.3% | -25.4% | -38.0% |
| 5Y | -41.2% | -36.6% | -4.6% | -39.3% |
| 10Y | -33.8% | +41.0% | -74.8% | -43.1% |
| All | +585.0% | +6,078.9% | -5,493.9% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling