+40.7%
CL vs EFX
+4.8%
+35.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | +8.0% | +25.1% | -17.1% | +4.6% |
| 3M | +7.9% | +1.7% | +6.2% | +7.3% |
| 6M | +14.7% | +18.4% | -3.6% | +11.9% |
| YTD | +29.2% | -12.5% | +41.7% | +29.9% |
| 1Y | +29.5% | -8.1% | +37.6% | +29.3% |
| 3Y | +40.7% | +4.8% | +35.9% | +39.5% |
| All | +40.7% | +4.8% | +35.8% | +39.5% |
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