+247.9%
CB vs EFX
+79.2%
+168.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | 0.0% | -3.6% | +3.7% | +0.9% |
| 30D | +7.4% | +25.3% | -17.9% | +1.6% |
| 3M | +8.6% | +3.8% | +4.8% | +7.2% |
| 6M | +16.1% | +12.7% | +3.4% | +11.9% |
| YTD | +20.2% | -13.1% | +33.3% | +22.2% |
| 1Y | +27.2% | -9.3% | +36.5% | +27.8% |
| 3Y | +72.7% | +3.5% | +69.1% | +60.8% |
| 5Y | +105.9% | -30.6% | +136.6% | +111.8% |
| All | +247.9% | +79.2% | +168.7% | +151.2% |
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