+47.7%
CI vs EFX
-31.2%
+78.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.3% |
| 7D | -1.6% | +2.7% | -4.3% | -2.0% |
| 30D | +5.4% | +33.1% | -27.7% | +1.1% |
| 3M | +7.3% | +8.2% | -0.9% | +5.8% |
| 6M | +5.3% | +10.2% | -4.9% | +3.3% |
| YTD | +8.5% | -11.8% | +20.3% | +9.3% |
| 1Y | +17.1% | -6.1% | +23.2% | +17.0% |
| 3Y | +1.4% | +7.5% | -6.1% | -2.2% |
| All | +47.7% | -31.2% | +78.9% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling