+287.5%
CAH vs EFX
+42.6%
+244.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -5.1% | -4.5% | -0.6% | -4.3% |
| 30D | +0.2% | -6.1% | +6.3% | +1.2% |
| 3M | +6.3% | +6.2% | +0.1% | +4.5% |
| 6M | +9.4% | -11.2% | +20.6% | +11.0% |
| YTD | +15.0% | -21.4% | +36.4% | +19.0% |
| 1Y | +55.4% | -34.3% | +89.8% | +66.6% |
| 3Y | +173.8% | -12.5% | +186.3% | +168.1% |
| 5Y | +395.2% | -35.6% | +430.8% | +413.5% |
| All | +287.5% | +42.6% | +244.9% | +215.8% |
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