+150.3%
CI vs EFX
+69.3%
+80.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +7.3% | +29.1% | -21.8% | +0.5% |
| 3M | +9.5% | +4.3% | +5.2% | +7.9% |
| 6M | +6.4% | +7.7% | -1.3% | +3.4% |
| YTD | +12.0% | -12.5% | +24.5% | +13.9% |
| 1Y | +20.1% | -8.8% | +28.9% | +20.8% |
| 3Y | +9.6% | +4.3% | +5.2% | +1.7% |
| 5Y | +52.7% | -29.4% | +82.1% | +57.2% |
| 10Y | +150.3% | +78.1% | +72.1% | +75.1% |
| All | +150.3% | +69.3% | +80.9% | +75.1% |
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