+4,850.5%
CL vs EFX
+6,408.3%
-1,557.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -0.2% |
| 7D | -2.2% | -8.6% | +6.5% | -0.4% |
| 30D | -4.8% | +0.1% | -4.9% | -5.0% |
| 3M | +4.9% | +3.8% | +1.1% | +3.8% |
| 6M | -5.7% | -13.5% | +7.8% | -3.5% |
| YTD | +14.4% | -17.7% | +32.0% | +17.5% |
| 1Y | +8.7% | -25.6% | +34.3% | +13.8% |
| 3Y | +30.0% | -12.1% | +42.1% | +28.7% |
| 5Y | +28.4% | -33.8% | +62.2% | +32.0% |
| 10Y | +50.1% | +45.1% | +4.9% | +26.4% |
| All | +4,850.5% | +6,408.3% | -1,557.8% | +1,758.9% |
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 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