+219.7%
CFG vs EFX
+69.3%
+150.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +2.8% | +29.1% | -26.3% | -8.3% |
| 3M | -10.1% | +4.3% | -14.4% | -12.7% |
| 6M | +3.2% | +7.7% | -4.5% | -2.3% |
| YTD | +14.2% | -12.5% | +26.7% | +16.7% |
| 1Y | +27.4% | -8.8% | +36.2% | +27.7% |
| 3Y | +187.6% | +4.3% | +183.2% | +158.0% |
| 5Y | +65.7% | -29.4% | +95.1% | +74.6% |
| 10Y | +219.7% | +78.1% | +141.6% | +119.0% |
| All | +219.7% | +69.3% | +150.3% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling