+5,331.8%
CF vs EFX
+601.6%
+4,730.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.6% |
| 7D | -3.2% | +2.7% | -5.9% | -4.4% |
| 30D | +4.3% | +33.1% | -28.8% | -8.3% |
| 3M | +2.8% | +8.2% | -5.4% | -2.1% |
| 6M | +0.6% | +10.2% | -9.5% | -6.3% |
| YTD | +56.6% | -11.8% | +68.5% | +56.9% |
| 1Y | +49.6% | -6.1% | +55.7% | +45.2% |
| 3Y | +61.5% | +7.5% | +54.0% | +35.0% |
| 5Y | +124.0% | -30.7% | +154.6% | +123.0% |
| 10Y | +573.2% | +68.7% | +504.5% | +234.2% |
| All | +5,331.8% | +601.6% | +4,730.2% | +651.5% |
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