+398.3%
CAH vs EFX
-37.1%
+435.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -5.1% | -11.1% | +6.1% | -3.9% |
| 30D | -1.8% | -7.4% | +5.6% | -1.1% |
| 3M | +9.4% | +1.5% | +7.9% | +8.9% |
| 6M | +9.2% | -13.7% | +22.9% | +10.6% |
| YTD | +15.7% | -21.9% | +37.5% | +18.0% |
| 1Y | +59.7% | -30.8% | +90.5% | +65.1% |
| 3Y | +178.5% | -12.4% | +190.8% | +176.8% |
| 5Y | +398.3% | -35.9% | +434.2% | +404.9% |
| All | +398.3% | -37.1% | +435.4% | +404.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling