+220.7%
CF vs EFX
-33.8%
+254.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.1% | -2.8% |
| 7D | +6.0% | -8.6% | +14.6% | +6.7% |
| 30D | +14.8% | +0.1% | +14.7% | +14.8% |
| 3M | +14.1% | +3.8% | +10.2% | +13.5% |
| 6M | +28.5% | -13.5% | +42.0% | +29.9% |
| YTD | +74.9% | -17.7% | +92.6% | +77.5% |
| 1Y | +61.7% | -25.6% | +87.3% | +65.9% |
| 3Y | +80.3% | -12.1% | +92.4% | +78.1% |
| All | +220.7% | -33.8% | +254.6% | +256.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling