-5.8%
CI vs EFX
-32.8%
+27.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -1.1% | -9.4% | +8.3% | +0.4% |
| 30D | +0.5% | -6.9% | +7.4% | +1.5% |
| 3M | -5.2% | +0.1% | -5.3% | -5.4% |
| 6M | +4.3% | -17.3% | +21.7% | +7.6% |
| YTD | +2.8% | -21.8% | +24.6% | +7.4% |
| 1Y | -5.8% | -32.5% | +26.7% | -1.1% |
| All | -5.8% | -32.8% | +27.0% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling