+5,967.0%
CF vs EFX
+555.2%
+5,411.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.1% | -0.5% |
| 7D | +6.0% | -8.6% | +14.6% | +10.0% |
| 30D | +14.8% | +0.1% | +14.7% | +14.2% |
| 3M | +14.1% | +3.8% | +10.2% | +10.6% |
| 6M | +28.5% | -13.5% | +42.0% | +32.6% |
| YTD | +74.9% | -17.7% | +92.6% | +82.2% |
| 1Y | +61.7% | -25.6% | +87.3% | +75.0% |
| 3Y | +80.3% | -12.1% | +92.4% | +67.2% |
| 5Y | +226.0% | -33.8% | +259.8% | +231.5% |
| 10Y | +569.9% | +45.1% | +524.7% | +267.3% |
| All | +5,967.0% | +555.2% | +5,411.7% | +772.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling