+62.0%
CFG vs EFX
-31.2%
+93.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | -0.9% | +2.7% | -3.6% | -1.9% |
| 30D | +1.1% | +33.1% | -32.0% | -9.3% |
| 3M | -12.0% | +8.2% | -20.2% | -15.3% |
| 6M | -2.2% | +10.2% | -12.4% | -7.4% |
| YTD | +11.4% | -11.8% | +23.2% | +13.9% |
| 1Y | +27.8% | -6.1% | +33.9% | +27.1% |
| 3Y | +173.3% | +7.5% | +165.8% | +142.0% |
| All | +62.0% | -31.2% | +93.2% | +64.6% |
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