+208.5%
CFG vs EFX
+80.5%
+128.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +3.2% | -0.8% | +4.0% | +3.5% |
| 30D | +5.1% | +25.1% | -20.0% | -4.9% |
| 3M | -11.2% | +1.7% | -12.9% | -12.8% |
| 6M | +9.6% | +18.4% | -8.8% | -0.6% |
| YTD | +15.0% | -12.5% | +27.5% | +17.5% |
| 1Y | +29.9% | -8.1% | +37.9% | +29.7% |
| 3Y | +192.1% | +4.8% | +187.3% | +161.4% |
| 5Y | +62.3% | -30.1% | +92.4% | +71.9% |
| All | +208.5% | +80.5% | +128.0% | +112.5% |
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 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