+26.3%
CL vs EFX
-9.2%
+35.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -2.0% | +1.2% | -0.4% |
| 30D | +9.5% | +27.9% | -18.3% | +5.5% |
| 3M | +6.8% | +3.8% | +2.9% | +5.8% |
| 6M | +14.3% | +13.0% | +1.3% | +12.1% |
| YTD | +27.0% | -12.4% | +39.4% | +25.1% |
| 1Y | +26.3% | -10.4% | +36.7% | +22.9% |
| All | +26.3% | -9.2% | +35.4% | +22.9% |
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