+580.6%
CF vs EFX
+44.5%
+536.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.1% | -1.9% |
| 7D | +6.0% | -8.6% | +14.6% | +7.9% |
| 30D | +14.8% | +0.1% | +14.7% | +14.6% |
| 3M | +14.1% | +3.8% | +10.2% | +12.5% |
| 6M | +28.5% | -13.5% | +42.0% | +31.0% |
| YTD | +74.9% | -17.7% | +92.6% | +79.4% |
| 1Y | +61.7% | -25.6% | +87.3% | +69.4% |
| 3Y | +80.3% | -12.1% | +92.4% | +74.5% |
| 5Y | +226.0% | -33.8% | +259.8% | +238.4% |
| All | +580.6% | +44.5% | +536.1% | +432.0% |
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