+84.9%
CL vs EFX
+69.3%
+15.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +11.8% | +29.1% | -17.4% | +6.5% |
| 3M | +5.9% | +4.3% | +1.6% | +4.8% |
| 6M | +13.3% | +7.7% | +5.6% | +11.2% |
| YTD | +27.1% | -12.5% | +39.6% | +28.6% |
| 1Y | +28.0% | -8.8% | +36.8% | +28.5% |
| 3Y | +39.4% | +4.3% | +35.0% | +33.1% |
| 5Y | +40.8% | -29.4% | +70.1% | +43.2% |
| 10Y | +84.9% | +78.1% | +6.8% | +46.6% |
| All | +84.9% | +69.3% | +15.5% | +46.6% |
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