+29.2%
CB vs EFX
-8.7%
+37.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +8.2% | +29.1% | -20.9% | +4.3% |
| 3M | +6.3% | +4.3% | +2.0% | +5.4% |
| 6M | +16.2% | +7.7% | +8.5% | +14.1% |
| YTD | +19.3% | -12.5% | +31.8% | +18.3% |
| 1Y | +29.2% | -8.8% | +38.0% | +27.7% |
| All | +29.2% | -8.7% | +37.9% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling