+3,542.1%
CLS vs EFX
-35.1%
+3,577.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.1% | +8.7% | +6.6% |
| 7D | +12.8% | -7.8% | +20.6% | +15.7% |
| 30D | +3.8% | -5.7% | +9.5% | +5.3% |
| 3M | -14.6% | +2.5% | -17.1% | -17.1% |
| 6M | +32.2% | -16.7% | +48.9% | +38.5% |
| YTD | +11.6% | -20.2% | +31.8% | +17.4% |
| 1Y | +35.1% | -31.4% | +66.4% | +51.1% |
| 3Y | +1,312.5% | -10.5% | +1,323.0% | +1,248.3% |
| 5Y | +3,542.1% | -35.2% | +3,577.3% | +3,998.5% |
| All | +3,542.1% | -35.1% | +3,577.1% | +3,998.5% |
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 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