-50.1%
CCI vs EFX
-37.1%
-13.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.4% | -11.1% | +6.7% | -1.0% |
| 30D | +0.3% | -7.4% | +7.7% | +2.5% |
| 3M | -20.0% | +1.5% | -21.5% | -20.8% |
| 6M | -14.5% | -13.7% | -0.8% | -11.4% |
| YTD | -14.9% | -21.9% | +7.0% | -9.7% |
| 1Y | -17.7% | -30.8% | +13.1% | -9.4% |
| 3Y | -12.4% | -12.4% | 0.0% | -16.3% |
| 5Y | -50.1% | -35.9% | -14.2% | -50.5% |
| All | -50.1% | -37.1% | -13.0% | -50.5% |
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