+22.4%
CCI vs EFX
+42.6%
-20.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -0.3% | -4.5% | +4.3% | +1.2% |
| 30D | +2.2% | -6.1% | +8.3% | +4.1% |
| 3M | -16.9% | +6.2% | -23.1% | -18.9% |
| 6M | -11.5% | -11.2% | -0.3% | -9.0% |
| YTD | -12.8% | -21.4% | +8.6% | -7.6% |
| 1Y | -17.1% | -34.3% | +17.2% | -7.0% |
| 3Y | -9.6% | -12.5% | +2.9% | -11.7% |
| 5Y | -48.9% | -35.6% | -13.4% | -46.2% |
| All | +22.4% | +42.6% | -20.1% | -1.1% |
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