+86.2%
CL vs EFX
+79.2%
+7.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.8% | -3.6% | +2.8% | -0.1% |
| 30D | +9.5% | +25.3% | -15.8% | +4.9% |
| 3M | +6.6% | +3.8% | +2.8% | +5.6% |
| 6M | +13.2% | +12.7% | +0.5% | +10.2% |
| YTD | +26.9% | -13.1% | +40.0% | +28.6% |
| 1Y | +27.6% | -9.3% | +36.9% | +28.2% |
| 3Y | +39.1% | +3.5% | +35.6% | +33.0% |
| 5Y | +41.3% | -30.6% | +71.9% | +44.4% |
| All | +86.2% | +79.2% | +7.0% | +47.0% |
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