+141.0%
CI vs EFX
+38.5%
+102.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | -1.1% | -9.4% | +8.3% | +1.3% |
| 30D | +0.5% | -6.9% | +7.4% | +2.1% |
| 3M | -5.2% | +0.1% | -5.3% | -5.8% |
| 6M | +4.3% | -17.3% | +21.7% | +8.4% |
| YTD | +2.8% | -21.8% | +24.6% | +7.7% |
| 1Y | -5.8% | -32.5% | +26.7% | +2.4% |
| 3Y | +4.7% | -12.3% | +17.1% | +1.9% |
| 5Y | +42.7% | -36.6% | +79.3% | +50.6% |
| 10Y | +141.0% | +41.0% | +99.9% | +81.2% |
| All | +141.0% | +38.5% | +102.4% | +81.2% |
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