+28.5%
CLS vs EFX
-32.9%
+61.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +5.0% | -11.1% | +16.1% | +2.3% |
| 30D | +4.8% | -7.4% | +12.2% | +3.3% |
| 3M | -10.4% | +1.5% | -11.9% | -9.2% |
| 6M | +20.8% | -13.7% | +34.5% | +19.2% |
| YTD | +10.0% | -21.9% | +31.9% | +5.0% |
| 1Y | +28.5% | -30.8% | +59.3% | +19.3% |
| All | +28.5% | -32.9% | +61.4% | +19.3% |
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