+306.8%
CFG vs EFX
+38.5%
+268.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | 0.0% |
| 7D | -0.6% | -9.4% | +8.8% | +3.5% |
| 30D | -4.5% | -6.9% | +2.3% | -2.1% |
| 3M | +6.3% | +0.1% | +6.2% | +4.7% |
| 6M | +20.6% | -17.3% | +37.9% | +28.2% |
| YTD | +21.2% | -21.8% | +43.1% | +30.8% |
| 1Y | +38.2% | -32.5% | +70.7% | +58.7% |
| 3Y | +185.9% | -12.3% | +198.3% | +179.6% |
| 5Y | +97.0% | -36.6% | +133.6% | +117.8% |
| 10Y | +306.8% | +41.0% | +265.8% | +205.0% |
| All | +306.8% | +38.5% | +268.3% | +205.0% |
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