+604.3%
CEG vs EFX
-27.6%
+631.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.8% | -4.5% | -0.2% | -3.7% |
| 30D | +2.3% | -6.1% | +8.4% | +3.5% |
| 3M | +15.6% | +6.2% | +9.4% | +12.3% |
| 6M | -5.0% | -11.2% | +6.2% | -3.5% |
| YTD | -19.0% | -21.4% | +2.4% | -15.1% |
| 1Y | -10.0% | -34.3% | +24.4% | -0.5% |
| 3Y | +163.9% | -12.5% | +176.5% | +153.0% |
| All | +604.3% | -27.6% | +631.9% | +566.9% |
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