+64.8%
CF vs EFX
+4.3%
+60.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +9.7% | +29.1% | -19.4% | +9.4% |
| 3M | +1.2% | +4.3% | -3.0% | +1.1% |
| 6M | +7.4% | +7.7% | -0.4% | +7.1% |
| YTD | +60.5% | -12.5% | +73.0% | +62.2% |
| 1Y | +50.7% | -8.8% | +59.6% | +51.6% |
| 3Y | +64.8% | +4.3% | +60.5% | +76.1% |
| All | +64.8% | +4.3% | +60.5% | +76.1% |
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