+362.4%
CFG vs EFX
+165.3%
+197.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +2.7% |
| 7D | +1.5% | -8.6% | +10.2% | +5.5% |
| 30D | -3.8% | +0.1% | -3.9% | -4.4% |
| 3M | +11.5% | +3.8% | +7.6% | +8.0% |
| 6M | +19.2% | -13.5% | +32.7% | +24.5% |
| YTD | +23.7% | -17.7% | +41.4% | +30.7% |
| 1Y | +38.8% | -25.6% | +64.4% | +52.9% |
| 3Y | +178.9% | -12.1% | +191.0% | +172.7% |
| 5Y | +101.8% | -33.8% | +135.6% | +120.0% |
| 10Y | +317.3% | +45.1% | +272.1% | +194.5% |
| All | +362.4% | +165.3% | +197.1% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling