+57.3%
CL vs EFX
+38.5%
+18.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | 0.0% |
| 7D | -2.3% | -9.4% | +7.1% | -0.5% |
| 30D | -5.5% | -6.9% | +1.4% | -4.3% |
| 3M | +0.8% | +0.1% | +0.7% | +0.5% |
| 6M | -4.2% | -17.3% | +13.1% | -1.4% |
| YTD | +13.4% | -21.8% | +35.3% | +17.5% |
| 1Y | +7.1% | -32.5% | +39.6% | +13.9% |
| 3Y | +29.0% | -12.3% | +41.4% | +27.3% |
| 5Y | +28.3% | -36.6% | +64.9% | +33.2% |
| 10Y | +57.3% | +41.0% | +16.3% | +29.6% |
| All | +57.3% | +38.5% | +18.8% | +29.6% |
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