+6,646.7%
CB vs EFX
+4,756.5%
+1,890.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | +0.1% |
| 7D | +0.5% | -8.6% | +9.1% | +3.4% |
| 30D | -3.1% | +0.1% | -3.2% | -3.4% |
| 3M | +9.0% | +3.8% | +5.1% | +6.9% |
| 6M | +2.9% | -13.5% | +16.4% | +6.4% |
| YTD | +10.1% | -17.7% | +27.8% | +14.8% |
| 1Y | +22.8% | -25.6% | +48.4% | +31.7% |
| 3Y | +73.8% | -12.1% | +85.9% | +68.9% |
| 5Y | +99.2% | -33.8% | +133.0% | +106.1% |
| 10Y | +218.2% | +45.1% | +173.1% | +135.1% |
| All | +6,646.7% | +4,756.5% | +1,890.2% | +2,111.8% |
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