+142.8%
CI vs EFX
+80.5%
+62.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.2% | -0.8% | +1.9% | +1.4% |
| 30D | +2.6% | +25.1% | -22.6% | -3.2% |
| 3M | +7.4% | +1.7% | +5.8% | +6.5% |
| 6M | -0.1% | +18.4% | -18.5% | -5.2% |
| YTD | +9.7% | -12.5% | +22.3% | +11.6% |
| 1Y | +12.1% | -8.1% | +20.2% | +12.5% |
| 3Y | +7.0% | +4.8% | +2.2% | -0.8% |
| 5Y | +49.7% | -30.1% | +79.8% | +54.7% |
| All | +142.8% | +80.5% | +62.3% | +70.3% |
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 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