+7.6%
CL vs EFX
-30.2%
+37.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | -1.4% | -7.8% | +6.5% | -0.2% |
| 30D | -5.2% | -5.7% | +0.5% | -4.4% |
| 3M | +3.3% | +2.5% | +0.8% | +2.9% |
| 6M | -4.4% | -16.7% | +12.3% | -3.6% |
| YTD | +13.9% | -20.2% | +34.1% | +15.6% |
| 1Y | +7.6% | -31.4% | +39.0% | +11.4% |
| All | +7.6% | -30.2% | +37.8% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling