+102.5%
CFG vs EFX
-33.8%
+136.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +2.3% |
| 7D | +1.5% | -8.6% | +10.2% | +4.9% |
| 30D | -3.8% | +0.1% | -3.9% | -4.3% |
| 3M | +11.5% | +3.8% | +7.6% | +8.6% |
| 6M | +19.2% | -13.5% | +32.7% | +24.1% |
| YTD | +23.7% | -17.7% | +41.4% | +30.4% |
| 1Y | +38.8% | -25.6% | +64.4% | +51.9% |
| 3Y | +178.9% | -12.1% | +191.0% | +170.5% |
| All | +102.5% | -33.8% | +136.3% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling