+34.0%
CCL vs EFX
-30.1%
+64.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.9% |
| 7D | -0.3% | -3.6% | +3.3% | +1.8% |
| 30D | +10.3% | +25.3% | -15.0% | -4.1% |
| 3M | +6.6% | +3.8% | +2.8% | +2.7% |
| 6M | +20.0% | +12.7% | +7.3% | +8.2% |
| YTD | -1.9% | -13.1% | +11.3% | +2.8% |
| 1Y | +10.4% | -9.3% | +19.8% | +12.5% |
| 3Y | +134.8% | +3.5% | +131.3% | +93.6% |
| 5Y | +34.0% | -30.6% | +64.6% | +31.3% |
| All | +34.0% | -30.1% | +64.1% | +31.3% |
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