+5,315.6%
CL vs EFX
+6,869.2%
-1,553.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.7% |
| 7D | +1.3% | +2.7% | -1.4% | +0.8% |
| 30D | +11.4% | +33.1% | -21.8% | +5.0% |
| 3M | +4.4% | +8.2% | -3.7% | +2.5% |
| 6M | +10.8% | +10.2% | +0.6% | +8.0% |
| YTD | +25.1% | -11.8% | +37.0% | +26.6% |
| 1Y | +28.0% | -6.1% | +34.1% | +27.7% |
| 3Y | +37.6% | +7.5% | +30.1% | +30.8% |
| 5Y | +39.7% | -30.7% | +70.4% | +42.2% |
| 10Y | +75.8% | +68.7% | +7.1% | +43.3% |
| All | +5,315.6% | +6,869.2% | -1,553.6% | +1,901.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling