+1,929.4%
CLS vs EFX
+78.9%
+1,850.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.8% | -2.0% | +4.7% | +3.4% |
| 30D | -30.1% | +27.9% | -58.0% | -36.7% |
| 3M | -21.7% | +3.8% | -25.6% | -24.3% |
| 6M | -36.2% | +13.0% | -49.2% | -41.3% |
| YTD | -17.8% | -12.4% | -5.4% | -17.9% |
| 1Y | -26.8% | -10.4% | -16.4% | -27.7% |
| 3Y | +853.4% | +4.4% | +848.9% | +754.0% |
| 5Y | +2,005.0% | -28.9% | +2,033.9% | +2,063.0% |
| 10Y | +1,929.4% | +81.7% | +1,847.7% | +1,285.4% |
| All | +1,929.4% | +78.9% | +1,850.5% | +1,285.4% |
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