+30.0%
CL vs EFX
-33.8%
+63.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -0.6% |
| 7D | -2.2% | -8.6% | +6.5% | -1.0% |
| 30D | -4.8% | +0.1% | -4.9% | -4.9% |
| 3M | +4.9% | +3.8% | +1.1% | +4.2% |
| 6M | -5.7% | -13.5% | +7.8% | -4.4% |
| YTD | +14.4% | -17.7% | +32.0% | +16.3% |
| 1Y | +8.7% | -25.6% | +34.3% | +11.9% |
| 3Y | +30.0% | -12.1% | +42.1% | +29.7% |
| All | +30.0% | -33.8% | +63.9% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling