-2.7%
CEG vs EFX
-25.2%
+22.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.4% | +11.2% | +4.5% |
| 7D | +8.0% | -8.6% | +16.7% | +7.5% |
| 30D | +12.9% | +0.1% | +12.8% | +12.8% |
| 3M | +13.2% | +3.8% | +9.3% | +13.2% |
| 6M | -7.0% | -13.5% | +6.5% | -6.7% |
| YTD | -15.0% | -17.7% | +2.7% | -14.9% |
| 1Y | -2.7% | -25.6% | +22.8% | -5.6% |
| All | -2.7% | -25.2% | +22.5% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling