+41.9%
CI vs EFX
-35.1%
+76.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.4% |
| 7D | -2.0% | -7.8% | +5.8% | -0.9% |
| 30D | -1.8% | -5.7% | +3.9% | -1.1% |
| 3M | -4.2% | +2.5% | -6.7% | -4.8% |
| 6M | +2.7% | -16.7% | +19.4% | +4.8% |
| YTD | +1.9% | -20.2% | +22.1% | +4.4% |
| 1Y | -6.3% | -31.4% | +25.1% | -2.3% |
| 3Y | +3.9% | -10.5% | +14.4% | +2.9% |
| 5Y | +41.9% | -35.2% | +77.1% | +45.7% |
| All | +41.9% | -35.1% | +76.9% | +45.7% |
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