-17.9%
CLS vs EFX
-7.6%
-10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.2% |
| 7D | +16.3% | -0.8% | +17.1% | +16.0% |
| 30D | -25.7% | +25.1% | -50.8% | -20.8% |
| 3M | -30.9% | +1.7% | -32.5% | -29.2% |
| 6M | -35.5% | +18.4% | -53.9% | -31.5% |
| YTD | -18.7% | -12.5% | -6.2% | -19.2% |
| 1Y | -17.9% | -8.1% | -9.8% | -17.6% |
| All | -17.9% | -7.6% | -10.3% | -17.6% |
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