+103.2%
CB vs EFX
-31.2%
+134.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | +0.2% | +2.7% | -2.5% | -0.1% |
| 30D | +9.1% | +33.1% | -24.1% | +4.6% |
| 3M | +3.4% | +8.2% | -4.7% | +2.0% |
| 6M | +14.1% | +10.2% | +3.9% | +12.0% |
| YTD | +18.0% | -11.8% | +29.8% | +18.8% |
| 1Y | +30.1% | -6.1% | +36.2% | +29.8% |
| 3Y | +71.8% | +7.5% | +64.3% | +64.1% |
| All | +103.2% | -31.2% | +134.4% | +112.7% |
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 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