+136.5%
CEG vs EFX
+4.1%
+132.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | +17.8% | -3.6% | +21.5% | +18.3% |
| 30D | -4.5% | +25.3% | -29.8% | -7.7% |
| 3M | +1.5% | +3.8% | -2.3% | +0.6% |
| 6M | -3.5% | +12.7% | -16.2% | -6.4% |
| YTD | -19.7% | -13.1% | -6.6% | -17.8% |
| 1Y | -19.8% | -9.3% | -10.5% | -18.8% |
| All | +136.5% | +4.1% | +132.4% | +95.7% |
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