+30.9%
CL vs EFX
-11.7%
+42.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -0.6% |
| 7D | -2.2% | -8.6% | +6.5% | -1.1% |
| 30D | -4.8% | +0.1% | -4.9% | -4.9% |
| 3M | +4.9% | +3.8% | +1.1% | +4.3% |
| 6M | -5.7% | -13.5% | +7.8% | -4.7% |
| YTD | +14.4% | -17.7% | +32.0% | +16.1% |
| 1Y | +8.7% | -25.6% | +34.3% | +11.6% |
| All | +30.9% | -11.7% | +42.5% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling