+1,110.1%
CCI vs EFX
+889.8%
+220.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | +14.4% | +25.1% | -10.7% | +3.3% |
| 3M | +21.7% | +1.7% | +20.0% | +19.5% |
| 6M | +4.0% | +18.4% | -14.3% | -5.0% |
| YTD | +6.2% | -12.5% | +18.7% | +8.4% |
| 1Y | +5.4% | -8.1% | +13.5% | +5.2% |
| 3Y | +11.7% | +4.8% | +6.9% | -0.2% |
| 5Y | -35.6% | -30.1% | -5.5% | -33.0% |
| 10Y | +68.7% | +81.5% | -12.7% | +3.5% |
| All | +1,110.1% | +889.8% | +220.3% | +194.2% |
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