+7,463.6%
CI vs EFX
+6,408.3%
+1,055.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | +0.6% |
| 7D | +1.3% | -8.6% | +9.9% | +4.0% |
| 30D | +4.4% | +0.1% | +4.3% | +4.2% |
| 3M | +0.7% | +3.8% | -3.2% | -1.2% |
| 6M | +0.3% | -13.5% | +13.9% | +3.4% |
| YTD | +3.8% | -17.7% | +21.5% | +7.8% |
| 1Y | -5.5% | -25.6% | +20.1% | +0.9% |
| 3Y | +8.1% | -12.1% | +20.2% | +5.7% |
| 5Y | +42.8% | -33.8% | +76.6% | +47.7% |
| 10Y | +143.9% | +45.1% | +98.7% | +88.6% |
| All | +7,463.6% | +6,408.3% | +1,055.3% | +2,282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling