+180.6%
CEG vs EFX
-12.5%
+193.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.5% |
| 7D | +6.7% | -7.8% | +14.5% | +7.9% |
| 30D | +11.0% | -5.7% | +16.7% | +11.7% |
| 3M | +19.5% | +2.5% | +17.0% | +17.9% |
| 6M | -5.9% | -16.7% | +10.8% | -3.1% |
| YTD | -15.0% | -20.2% | +5.2% | -11.8% |
| 1Y | +0.6% | -31.4% | +32.0% | +8.0% |
| 3Y | +180.6% | -10.5% | +191.1% | +181.2% |
| All | +180.6% | -12.5% | +193.1% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling