+2,953.7%
CLS vs EFX
+41.8%
+2,912.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +5.0% | -11.1% | +16.1% | +9.3% |
| 30D | +4.8% | -7.4% | +12.2% | +7.2% |
| 3M | -10.4% | +1.5% | -11.9% | -12.9% |
| 6M | +20.8% | -13.7% | +34.5% | +24.4% |
| YTD | +10.0% | -21.9% | +31.9% | +16.2% |
| 1Y | +28.5% | -30.8% | +59.3% | +41.8% |
| 3Y | +1,292.2% | -12.4% | +1,304.6% | +1,253.2% |
| 5Y | +3,616.8% | -35.9% | +3,652.7% | +3,910.7% |
| All | +2,953.7% | +41.8% | +2,912.0% | +2,272.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling