+76.3%
CL vs EFX
+63.8%
+12.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +0.5% | -2.2% | +2.7% | +1.0% |
| 30D | +11.6% | +29.2% | -17.6% | +6.3% |
| 3M | +5.6% | +3.5% | +2.1% | +4.6% |
| 6M | +13.2% | +7.8% | +5.4% | +10.9% |
| YTD | +26.9% | -12.4% | +39.3% | +28.4% |
| 1Y | +27.3% | -8.2% | +35.6% | +27.7% |
| 3Y | +39.7% | +4.7% | +35.0% | +33.2% |
| 5Y | +41.3% | -32.0% | +73.4% | +45.2% |
| 10Y | +76.3% | +69.1% | +7.2% | +37.6% |
| All | +76.3% | +63.8% | +12.5% | +37.6% |
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