+113.8%
CF vs EFX
-30.1%
+143.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +1.4% |
| 7D | +5.4% | -3.6% | +9.0% | +5.6% |
| 30D | +6.5% | +25.3% | -18.7% | +4.9% |
| 3M | +4.6% | +3.8% | +0.8% | +4.2% |
| 6M | -3.3% | +12.7% | -16.0% | -4.4% |
| YTD | +63.9% | -13.1% | +77.0% | +65.4% |
| 1Y | +50.4% | -9.3% | +59.8% | +51.0% |
| 3Y | +68.2% | +3.5% | +64.7% | +63.1% |
| 5Y | +113.8% | -30.6% | +144.5% | +129.7% |
| All | +113.8% | -30.1% | +143.9% | +129.7% |
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 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