+1,876.2%
CLS vs EFX
-31.6%
+1,907.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.7% | +8.5% | +8.0% |
| 7D | -10.6% | -2.2% | -8.4% | -10.2% |
| 30D | -38.4% | +29.2% | -67.6% | -43.6% |
| 3M | -29.9% | +3.5% | -33.3% | -31.5% |
| 6M | -40.6% | +7.8% | -48.4% | -43.7% |
| YTD | -24.6% | -12.4% | -12.2% | -23.7% |
| 1Y | -30.8% | -8.2% | -22.6% | -31.6% |
| 3Y | +811.7% | +4.7% | +807.0% | +712.2% |
| All | +1,876.2% | -31.6% | +1,907.8% | +1,896.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling