+14,817.8%
CAH vs EFX
+6,208.7%
+8,609.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.0% |
| 7D | +0.5% | -7.8% | +8.3% | +2.4% |
| 30D | +1.7% | -5.7% | +7.5% | +3.0% |
| 3M | +17.9% | +2.5% | +15.3% | +16.3% |
| 6M | +10.9% | -16.7% | +27.6% | +14.7% |
| YTD | +17.9% | -20.2% | +38.0% | +22.4% |
| 1Y | +61.7% | -31.4% | +93.1% | +73.9% |
| 3Y | +183.7% | -10.5% | +194.2% | +176.7% |
| 5Y | +401.3% | -35.2% | +436.5% | +417.4% |
| 10Y | +293.7% | +40.2% | +253.5% | +216.8% |
| All | +14,817.8% | +6,208.7% | +8,609.2% | +4,606.9% |
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 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