-29.6%
CLS vs EFX
-7.5%
-22.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.4% | -11.4% | -8.3% |
| 7D | -21.1% | +9.2% | -30.3% | -18.9% |
| 30D | -38.2% | +34.8% | -73.0% | -32.9% |
| 3M | -36.3% | +8.8% | -45.1% | -33.8% |
| 6M | -43.8% | +12.3% | -56.1% | -40.7% |
| YTD | -20.0% | -10.6% | -9.4% | -20.2% |
| 1Y | -29.6% | -6.7% | -22.9% | -29.1% |
| All | -29.6% | -7.5% | -22.1% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling